Can ChatGPT forecast stock price movements? Return predictability and large language models

Journal of Financial Economics 2026 Open access

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Authors: Alejandro Lopez-Lira, Yuehua Tang

DOI: 10.1016/j.jfineco.2026.104335

Cited by: 398

References: 62

Fields of Study & Subjects

Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

References 62