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Which News Moves Stock Prices? A Textual Analysis
Boudoukh, Jacob - 2013
A basic tenet of financial economics is that asset prices change in response to unexpected fundamental information. Since Roll's (1988) provocative presidential address that showed little relation between stock prices and news, however, the finance literature has had limited success reversing...
Persistent link: https://www.econbiz.de/10013087888
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Which news moves stock prices? : a textual analysis
Boudoukh, Jacob; Feldman, Ronen; Kogan, Shimon; … - 2013
Persistent link: https://www.econbiz.de/10009713238
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Information, trading, and volatility : evidence from firm-specific news
Boudoukh, Jacob; Feldman, Ronen; Kogan, Shimon; … - In: The review of financial studies 32 (2019) 3, pp. 992-1033
Persistent link: https://www.econbiz.de/10012033528
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1995
Persistent link: https://www.econbiz.de/10001442054
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Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: Emerging market capital flows : proceedings of a …, (pp. 307-317). 1998
Persistent link: https://www.econbiz.de/10001395758
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Ex ante bond return and the yield curve
Boudoukh, Jacob; Richardson, Matthew; Smith, Tom; … - 1996
Persistent link: https://www.econbiz.de/10000949882
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A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1999
Persistent link: https://www.econbiz.de/10001394312
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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10001394327
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Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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Stock returns and inflation : a long-horizon perspective
Boudoukh, Jacob - In: The American economic review 83 (1993) 5, pp. 1346-1355
Persistent link: https://www.econbiz.de/10001154963