Media Sentiment and International Asset Prices
收藏NBER2018-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25353
下载链接
链接失效反馈官方服务：
资源简介：
We investigate the relationship between media sentiment and international equity prices using a new dataset of 4 million news articles published between 1991 and 2015. Three key results emerge. First, news sentiment robustly predicts (future) daily returns around the world. However, we find a sharp
提供机构：
美国国家经济研究局
创建时间：
2018-12-01
