Jiho Han

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—We design and experiment with an innovative way to automatically generate product profiles from Amazon reviews. Using NLP, we extract opinions from each review, clusters them by their orientation through an unsupervised learning (k-means). From these clustered opinions, we estimate the product profiling kernel θ and the pricing kernel λ. Finally, we(More)
Adrian and Franzoni (2005) suggest that beta of a stock is determined by the factor loading of its unobservable long-run beta. The fundamental idea behind this model is that investors engage in a learning process of estimating this long-run beta. In this paper, a variation of this model is tested. Instead of estimating long-run beta, investors try to learn(More)
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