For more detail, please refer to my thesis: The Impact of Form 10-K Sentiment and Multi-Factor Model on Excess Return - Evidence from US Stock Market https://drive.google.com/file/d/1g1Vmz3tM7W1AfmnnwvhaWsvMUszX_T2X/view?usp=sharing
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For more detail, please refer to my thesis: The Impact of Form 10-K Sentiment and Multi-Factor Model on Excess Return - Evidence from US Stock Market https://drive.google.com/file/d/1g1Vmz3tM7W1AfmnnwvhaWsvMUszX_T2X/view?usp=sharing