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We analyze the predictability of news sentiment (both general news and ESG-related news) on the return of stocks from European and the potential of applying them as a proper trading strategy over seven years from 2015 to 2022. We find that sentiment indicators extracted from news sup- plied by...
Persistent link: https://www.econbiz.de/10014258579
We analyze the predictability of news sentiment (both general news and ESG-related news) on the return of stocks from European and the potential of applying them as a proper trading strategy over seven years from 2015 to 2022. We find that sentiment indicators extracted from news sup- plied by...
Persistent link: https://www.econbiz.de/10014263427