Mizuno, Takayuki; Takei, Kazumasa; Ohnishi, Takaaki; … - Center for Advanced Research in Finance, Faculty of … - 2011
We empirically investigate temporal and cross correlations in the frequency of news reports on companies, using a unique dataset with more than 100 million news articles reported in English by around 500 press agencies worldwide for the period 2003-2009. We find, first, that the frequency of...