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Reuters sentiment
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out-of-sample forecasts
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stock returns
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vector error correction model
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Behavioural finance
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Uhl, Matthias
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Uhl, Matthias W.
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KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Reuters
Sentiment
and Stock Returns
Uhl, Matthias
-
KOF Swiss Economic Institute, Department of Management, …
-
2011
sections of
Reuters
sentiment
, we find that negative sentiment performs better in simple trading strategies to predict stock …
Persistent link: https://www.econbiz.de/10009294288
Saved in:
2
Reuters
sentiment
and stock returns
Uhl, Matthias W.
-
2011
between
Reuters
sentiment
and stock returns. We show with vector autoregression and error correction models that sentiment can …
Reuters
sentiment
, we find that negative sentiment performs better in simple trading strategies to predict stock returns than …
Persistent link: https://www.econbiz.de/10010285831
Saved in:
3
Reuters
sentiment
and stock returns
Uhl, Matthias
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
4
,
pp. 287-298
Persistent link: https://www.econbiz.de/10011303202
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