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    题名: Predicting Future Earnings Change Using Numerical and Textual Information in Financial Reports
    作者: 陳彩稚
    日期: 2009-04
    上传时间: 2010-10-06 10:40:33 (UTC+8)
    摘要: The main propose of this study is to build a more powerful earning prediction model by incorporating risk information disclosed in the textual portion of financial reports. We adopt the single-index model developed by Weiss, Naik and Tsai as a foundation. However, other than the traditionally used numeric financial information, our model adds textual information about risk sentiment contained in financial reports. We believe such a model can reduce specification errors resulting from pre-assuming linear relationship, thus can predict future earnings more accurately. The empirical results show that the modified model does significantly improve the accuracy of earning prediction.
    關聯: Intelligence and Security Informatics, Springer-Verlag, pp.54-63
    数据类型: conference
    DOI 連結: http://dx.doi.org/10.1007/978-3-642-01393-5_7
    DOI: 10.1007/978-3-642-01393-5_7
    显示于类别:[風險管理與保險學系] 會議論文

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