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Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market

Juvenal José Duarte1, Sahudy Montenegro González1, José César Cruz1

  • 1School of Management and Technology, Federal University of São Carlos - UFSCar Sorocaba, São Paulo, 18052-780 Brazil.

Computational Economics
|November 23, 2020
PubMed

Keywords:
Brazilian Portuguese newsBrazilian stock marketMachine learning algorithmsPrice forecastingText mining

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