Narrow search
Showing 1 - 10 of 12,870
Cover Image
Published stock recommendations as institutional investor sentiment in the near-term stock market
Singer, Nico; Dreher, Frank; Laser, Saskia - 2012 - This version: April 11, 2012
This paper investigates the role of published stock recommendations in print and online media as investor sentiment in the near-term German stock market. In line with extant literature on other sentiment measures, vector autoregressions reveal that past stock returns drive today's sentiment, but...
Persistent link: https://www.econbiz.de/10009376117
Cover Image
The Impact of Abnormal News Sentiment on Financial Markets
Yang, Steve Y. - 2015
sentiment methods outperforms the buy-and-hold strategy through back-testing over the same time period …
Persistent link: https://www.econbiz.de/10013024019
Cover Image
News Sentiment
Golez, Benjamin; Karapandza, Rasa; Wisser, Frederik - 2023
We introduce a novel method for training computer algorithms to measure news sentiment. Our approach leverages human-coded sentiment scores from over 200,000 newspaper articles to teach the computer to select words, word combinations, and their linear weights. In an out-of-sample test, examining...
Persistent link: https://www.econbiz.de/10014349879
Cover Image
Analysis of the Intraday Effects of Economic Releases on the, Currency Market
Rezania, Omid; Račev, Svetlozar T.; Sun, Edward; … - 2010
empirically show that intraday volatility clusters increase as we approach the time of the releases, and decay exponentially after …
Persistent link: https://www.econbiz.de/10008654275
Cover Image
Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314
Cover Image
Updating inflation expectations
Lamla, Michael; Sarferaz, Samad - 2012
This paper investigates how inflation expectations evolve. In particular, we analyze the time-varying nature of the … tracks the formation of inflation expectations of consumers at each moment in time. We show that the propensity to update … inflation expectations changes substantially over time and is related to the quantity and the quality of news. -- inflation …
Persistent link: https://www.econbiz.de/10009534067
Cover Image
Time variation in asset price response to macro announcements
Goldberg, Linda S.; Grisse, Christian - 2013
unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high …-frequency data from January 2000 through August 2011. Significant time variation in news effects is present for those announcements … that have the largest effects on asset prices. The time variation in effects is explained by economic conditions, including …
Persistent link: https://www.econbiz.de/10009787494
Cover Image
Time variation in asset price responses to macro announcements
Goldberg, Linda S.; Grisse, Christian - 2013
unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high … frequency data from January 2000 through August 2011. Significant time variation in news effects is present for those … announcements that have the largest effects on asset prices. The time variation in effects is explained by economic conditions …
Persistent link: https://www.econbiz.de/10010253514
Cover Image
Time Variation in Asset Price Responses to Macro Announcements
Goldberg, Linda S. - 2013
unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high … frequency data from January 2000 through August 2011. Significant time variation in news effects is present for those … announcements that have the largest effects on asset prices. The time variation in effects is explained by economic conditions …
Persistent link: https://www.econbiz.de/10013074549
Cover Image
Time Variation in Asset Price Responses to Macro Announcements
Goldberg, Linda S. - 2013
unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high …-frequency data from January 2000 through August 2011. Significant time variation in news effects is present for those announcements … that have the largest effects on asset prices. The time variation in effects is explained by economic conditions, including …
Persistent link: https://www.econbiz.de/10013076594