Media Content and Stock Returns: The Predictive Power of Press
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More about this item
Keywords
news media content; stock returns; textual analysis; news-based trading strategy;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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