When Do Investors Freak Out? Machine Learning Predictions of Panic Selling
Name
2022_Freakout_JFDS.pdf
Description
Accepted version
Size
1.99 MB
Format
Adobe PDF
Checksum (MD5)
c36bc7631c3dcbed3a1488d67916b8b9
Author(s)
Elkind, Daniel
Kaminski, Kathryn
Lo, Andrew W
Siah, Kien Wei
Wong, Chi Heem
Date Issued
2022
Journal
The Journal of Financial Data Science
Publisher
Pageant Media US
Citation
Elkind, Daniel, Kaminski, Kathryn, Lo, Andrew W, Siah, Kien Wei and Wong, Chi Heem. 2022. "When Do Investors Freak Out? Machine Learning Predictions of Panic Selling." The Journal of Financial Data Science, 4 (1).
Version
Author's final manuscript
MIT Department
Sloan School of Management. Laboratory for Financial Engineering
Sloan School of Management
Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.3905/JFDS.2021.1.085
