Investing in US 10-Year Yields with News Sentiment

The tonality of news reporting has been shown to have explanatory and predictive power for equity prices. Using a novel approach and data set, we demonstrate that the news sentiment effect also holds for US government bond duration. We construct a successful trading strategy for the US 10-year government bond yield based on news sentiment

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Year of publication:	2019
Authors:	Gotthelf, Nina
Other Persons:	Uhl, Matthias (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	USA \| United States \| Anlageverhalten \| Behavioural finance
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Investing, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2017 erstellt Volltext nicht verfügbar
Classification:	g02 ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012901318