Search Results - subject:"news sentiment"

News sentiment - a novel yield curve factor

Gotthelf, Nina; Uhl, Matthias - In: Three essays on media content and financial markets, (pp. 14-51). 2017

Persistent link: https://www.econbiz.de/10011889841

Value in the news

Gotthelf, Nina - In: Three essays on media content and financial markets, (pp. 121-179). 2017

Persistent link: https://www.econbiz.de/10011889859

Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 52 (2017), pp. 302-321

Persistent link: https://www.econbiz.de/10011791354

Public news arrival and the idiosyncratic volatility puzzle

Shi, Yanlin; Liu, Wai-man; Ho, Kin-Yip - In: Journal of empirical finance 37 (2016), pp. 159-172

Persistent link: https://www.econbiz.de/10011662979

News sentiment and bank credit risk

Smales, Lee A. - In: Journal of empirical finance 38 (2016), pp. 37-61

Persistent link: https://www.econbiz.de/10011663222

Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach

Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-man - In: International review of economics & finance : IREF 42 (2016), pp. 291-312

Persistent link: https://www.econbiz.de/10011625119

The impact of news articles and corporate disclosure on credit risk valuation

Tsai, Feng-Tse; Lu, Hsin-Min; Hung, Mao-Wei - In: Journal of banking & finance 68 (2016), pp. 100-116

Persistent link: https://www.econbiz.de/10011634804

News sentiment and overshooting of exchange rates

Feuerriegel, Stefan; Wolff, Georg; Neumann, Dirk - In: Applied economics 48 (2016) 43/45, pp. 4238-4250

Persistent link: https://www.econbiz.de/10011640028

Time-varying relationship of news sentiment, implied volatility and stock returns

Smales, Lee A. - In: Applied economics 48 (2016) 49/51, pp. 4942-4960

Persistent link: https://www.econbiz.de/10011641401

Explaining US consumer behavior and expectations with news sentiment

Uhl, Matthias W. - 2010

We examine the information content of a newly created news sentiment index from over 300,000 articles from some of the … 1995 to 2009. Using ARMA-models, we show that consumer sentiment is influenced by news sentiment and other variables, such … as prices, income and interest rates. While there exists a statistically significant relationship between news sentiment …

Persistent link: https://www.econbiz.de/10010277782