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Kevin Foley

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Preprint Sep 2026

From Word Counts to Context: Topic Models for Asset Pricing

News may reveal systematic risk, but whether its context enhances the construction of systematic risk factors is still unclear. We seek to test whether utilizing a sentence transformer represents an improvement over techniques such as Latent Dirichlet Allocation (LDA) in the coherence of topic term lists generated from...

Kevin Foley, Jonathan Hartadi, S. Prakash et al. · 0 citations

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