When Do Investors Freak Out? Machine Learning Predictions of Panic Selling
Author(s)
Elkind, Daniel; Kaminski, Kathryn; Lo, Andrew W; Siah, Kien Wei; Wong, Chi Heem
DownloadAccepted version (1.991Mb)
Open Access Policy
Open Access Policy
Creative Commons Attribution-Noncommercial-Share Alike
Terms of use
Metadata
Show full item recordDate issued
2022Department
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 ScienceJournal
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