Networks of news and cross-sectional returns
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Cited by:
- Xia, Jingjing, 2024. "Stealing the show: The negative effects of media coverage on peers’ stock liquidity," Finance Research Letters, Elsevier, vol. 59(C).
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More about this item
Keywords
Networks; Textual News; Cross-Sectional Returns; Comovement; Network Degree;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2022-01-17 (Business Economics)
- NEP-BIG-2022-01-17 (Big Data)
- NEP-FMK-2022-01-17 (Financial Markets)
- NEP-NET-2022-01-17 (Network Economics)
- NEP-PAY-2022-01-17 (Payment Systems and Financial Technology)
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