Is there any sentiment or animals’ spirits in the financial markets’ zoo? A narrative machine-learning analysis of the relationship between news in media and returns on the Chinese commodity futures market

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Monica Billio, Weijie Hu, Bertrand B. Maillet, Zhining Fernando Yuan, Xiang Zhang

DOI: 10.2139/ssrn.6409375

Cited by: 1

References: 92

Fields of Study & Subjects

Market Dynamics and Volatility Stock Market Forecasting Methods Financial Markets and Investment Strategies

References 92