Media Sentiment and International Asset Prices

Media Sentiment and International Asset Prices
We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets, even after controlling for known determinants of stock prices. But not all news-sentiment is... READ MORE...

Publication date: December 2018
ISBN 9781484389218
$18.00

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