Distillation of News Flow into Analysis of Stock Reactions
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More about this item
KeywordsInvestor Sentiment; Attention Analysis; Sector Analysis; Volatility Simulation; Trading Volume; Returns; Bootstrap;
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2015-02-22 (Corporate Finance)
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