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
Thumbnail
DownloadAccepted version (1.991Mb)
Open Access Policy
Terms of use
Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/
Metadata
Show full item record
Date issued
2022
URI
https://hdl.handle.net/1721.1/144208
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
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
Collections