Constituent Stock News Predict ETF Returns
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Predicting High-Frequency Industry Returns: Machine Learners Meet News Watchers
Hao Jiang; Sophia Zhengzi Li; Peixuan Yuan
Michigan State University- Rutgers, The State University of New Jersey
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Renmin University of China- Renmin University of China - School of Finance
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