Finance research over 40 years: What can we learn from machine learning?
Po‐Yu Liu,
Zigan Wang
Abstract:We apply machine learning models to a universe of 20,185 finance articles published between 1976 and 2015 on 17 finance journals, and objectively identify 38 research topics. The financial crisis, hedge/mutual fund, social network, and culture were the fastest growing topics, while market microstructure, initial public offering, and option pricing shrank most from 2006 to 2015. We also list each topic's most cited papers, and present the fastest‐growing topics among the universe of 130,547 SSRN working papers.… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.