News Sentiment Data Proves Itself as an Alternative to the Fama-French Model in Determining Outsized Returns, According to Latest Research from Acuity Analytics
LONDON, July 20, 2021 /PRNewswire/ — In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns using news sentiment data.
The report titled, ‘News Sentiment…
