Does the novelty of news, measured by the GPT -2 perplexity score, impact the stock volatility of publicly traded financial companies in the United States?

Additional Metadata
Keywords	Idiosyncratic volatility, Perplexity, Novelty, News, Sentiment, GPT2
Thesis Advisor	Schmitt, Claus, Koppius, Otto
Persistent URL	hdl.handle.net/2105/76918
Series	International Management CEMS
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Herbst, Anna. (2025). Does the novelty of news, measured by the GPT -2 perplexity score, impact the stock volatility of publicly traded financial companies in the United States?. In International Management CEMS.http://hdl.handle.net/2105/76918

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