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Language tone in financial news media and the cross-section of stock returns

Bask, Mikael; Forsberg, Lars; Östling, Andreas - 2020

Based on 58,256 news articles published in the Financial Times during a 15-year period that cover companies in the DJIA, we find that a trading strategy that longs stocks with the most negative news and shorts stocks with the least negative news is not profitable. Consistent with this result, we...

Persistent link: https://www.econbiz.de/10012207268

Media sentiment and stock returns

Bask, Mikael; Forsberg, Lars; Östling, Andreas - In: The quarterly review of economics and finance 94 (2024), pp. 303-311

Persistent link: https://www.econbiz.de/10014494686

Efficient estimation of price adjustment coefficients

Lyhagen, Johan - 1999

Persistent link: https://www.econbiz.de/10009758959

Short and long run dependence in Swedish stock returns

Berg, Lennart; Lyhagen, Johan - 1996

Persistent link: https://www.econbiz.de/10000948239

Short and long-run dependence in Swedish stock returns

Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443

Persistent link: https://www.econbiz.de/10001363520