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HARVARD Citation
Vassallo, D. et al. (2022). A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics. Quantitative finance. 22 (12), pp. 2237-2255. [Online].
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Vassallo, D. et al. (2022). A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics. Quantitative finance. 22 (12), pp. 2237-2255. [Online].