Replication Data: From Man vs. Machine to Man + Machine – AI and Human Stock Analysis
Creators:
Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang
Publication Date:
2024-05-31
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses" (Cao, Jiang, Wang & Yang, 2024, Journal of Financial Economics). It includes analyst forecast data and AI-generated stock assessments, used to compare the performance of human analysts versus machine learning models in predicting stock returns, and to examine the complementary effects when human and AI analysis are combined.
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