Media content and stock returns : the predictive power of press
Nicky J. Ferguson (University of Cambridge, UK), Dennis Philip (Durham University Business School, UK), Herbert Y. T. Lam (Renmin University of China, China), Jie Michael Guo (Durham University Business School, UK)
| Year of publication: |
March/June 2015
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|---|---|
| Authors: | Ferguson, Nicky J. ; Philip, Dennis ; Lam, Herbert Y. T. ; Guo, Jie Michael |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 19.2015, 1/2, p. 1-31
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| Subject: | news media content | stock returns | textual analysis | news-based trading strategy | Kapitaleinkommen | Capital income | Kommunikationsmedien | Communication media | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Mediale Berichterstattung | Media coverage | Kapitalmarktrendite | Capital market returns | Mediensektor | Media industries | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011434190