The first essay examines news and the cross section of returns. Using a sentiment score provided by Thomson Reuters to … measure the tone of news articles, this paper examines monthly portfolio returns constructed from information about past news … articles. The sentiment score is obtained from the kind of words and phrases that are used in the news article. Positive tone …

? * Procurement in the News * Finding State Contracts * P-Card Violation Update * Updated P-Card Training * Rental Car Vs. Personal …

This paper investigates the dynamic linkages between portfolio flows and various news indices (based on both "positive …" and "negative" news headlines collected from Bloomberg), whilst also controlling for a comprehensive set of push and pull … results document the important role played by the news variables. More specifically, news pessimism and intensity affect bond …

Looking at TV news viewership in Italy during the COVID-19 pandemic, we investigate whether demand for national and … local news depends on national or local events. Exploiting the fact that epidemiological developments display a great deal … of variation among the different regions, we find that demand for both national news and, more surprisingly, local news …

Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real …, namely the FRED-MD dataset. Focusing on U.S. GDP, consumption and investment growth, our results suggest that the news data … contains information not captured by the hard economic indicators, and that the news-based data are particularly informative …