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News media sentiment and investor behavior

Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014

This paper investigates the impact of news media sentiment on financial market returns and volatility in the long-term. We hypothesize that the way the media formulate and present news to the public produces different perceptions and, thus, incurs different investor behavior. To analyze such...

Persistent link: https://www.econbiz.de/10010427987