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Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other...

Persistent link: https://www.econbiz.de/10011900777

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Persistent link: https://www.econbiz.de/10011915481

Coverage news and companies' stock abnormal returns

Alves, Carlos; Nogueira, Ana Luísa - 2018

Persistent link: https://www.econbiz.de/10011960968

Herding in analysts' recommendations : the role of media

Frijns, Bart; Huynh, Thanh D. - In: Journal of banking & finance 91 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10011963461

The contractionary effect of bad economic news

He, Zhaochen - In: Journal of money, credit and banking : JMCB 49 (2017) 6, pp. 1339-1384

Persistent link: https://www.econbiz.de/10011946612

Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage : evidence from Japanese firms

Aman, Hiroyuki - In: Japan and the world economy : international journal of … 23 (2011) 1, pp. 28-39

Persistent link: https://www.econbiz.de/10009305915

The effect of macroeconomic news on stock returns : new evidence from newspaper coverage

Birz, Gene; Lott, John R. - In: Journal of banking & finance 35 (2011) 11, pp. 2791-2800

Persistent link: https://www.econbiz.de/10009373159

An analysis of the impact of media coverage on stock price crashes and jumps : evidence from Japan

Aman, Hiroyuki - In: Pacific-Basin finance journal 24 (2013), pp. 22-38

Persistent link: https://www.econbiz.de/10010346793

Democratic responsibility of news media

Lazaroiu, George - In: Economics, management and financial markets 7 (2012) 3, pp. 145-153

Persistent link: https://www.econbiz.de/10009721595

The impact of Financial Times Deutschland news on stock prices : post-announcement drifts and inattention of investors

Kerl, Alexander Gabriel; Schürg, Carolin; Walter, Andreas - In: Financial markets and portfolio management 28 (2014) 4, pp. 409-436

Persistent link: https://www.econbiz.de/10010467287

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