Media sentiment and stock returns
Year of publication: |
2024
|
---|---|
Authors: | Bask, Mikael ; Forsberg, Lars ; Östling, Andreas |
Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 94.2024, p. 303-311
|
Subject: | Asset pricing | Factor models | Fama-French | News articles | Sentiment | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | CAPM | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Anlageverhalten | Behavioural finance | Mediale Berichterstattung | Media coverage | Faktorenanalyse | Factor analysis |
-
Language tone in financial news media and the cross-section of stock returns
Bask, Mikael, (2020)
-
Daily market news sentiment and stock prices
Allen, David E., (2019)
-
Asset pricing with heterogeneous agents and non-normal return distributions
Beddock, Arthur, (2021)
- More ...
-
Language tone in financial news media and the cross-section of stock returns
Bask, Mikael, (2020)
-
Language tone in financial news media and the cross-section of stock returns
Bask, Mikael, (2020)
-
Starting values in estimation of cointegrating vectors with restrictions
Lyhagen, Johan, (1999)
- More ...