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Public information arrival: Price discovery and liquidity in electronic limit order markets. (2013). Zhang, S. Sarah ; Storkenmaier, Andreas ; Riordan, Ryan ; Wagener, Martin .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:4:p:1148-1159.

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    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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  2. Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Azencott, Robert ; Zhu, Hongliang ; Li, Xindan ; Kong, AO.
    In: Computational Economics.
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  3. Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924.

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  4. Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa.
    In: Qualitative Research in Financial Markets.
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  5. The effect of overnight corporate announcements on price discovery. (2023). Chu, Gang ; Han, Liyan ; Liu, Chunyuan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000399.

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  6. Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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  7. Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B.
    In: Journal of Behavioral and Experimental Finance.
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  8. Resiliency in the E?mini futures market. (2022). Onur, Esen ; Haynes, Richard.
    In: Journal of Futures Markets.
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  9. Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information. (2022). Yu, Chia-Feng ; Brockman, Paul ; Zurbruegg, Ralf ; Phan, Hoang-Long.
    In: Journal of Commodity Markets.
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    In: Finance Research Letters.
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  11. How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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  12. Effect of corporate disclosure and press media on market liquidity: Evidence from Japan. (2022). Moriyasu, Hiroshi ; Aman, Hiroyuki.
    In: International Review of Financial Analysis.
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  13. How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao.
    In: International Review of Economics & Finance.
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  14. How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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  15. CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms. (2021). Zhang, Zhaoyong.
    In: Finance Research Letters.
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  16. Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective. (2021). Zhang, Sijia ; Yue, Wei.
    In: Finance Research Letters.
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  17. Information disclosure and the default risk of online peer-to-peer lending platform. (2021). Su, Zhongnan ; Wang, Qian ; Chen, Xinyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313716.

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  18. How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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  19. The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz.
    In: Emerging Markets Review.
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  20. The influence of the media on government decisions: Evidence from IPOs in China. (2021). Zhou, YI ; Shi, Haina ; Li, Yuanpeng.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001784.

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  21. News Classification using Support Vector Machine to Model and Forecast Volatility. (2020). Waititu, Anthony Gichuhi ; Ngunyi, Antony ; Kenyatta, Alpha Basweti.
    In: Journal of Statistical and Econometric Methods.
    RePEc:spt:stecon:v:9:y:2020:i:1:f:9_1_1.

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  22. First to “Read” the News: News Analytics and Algorithmic Trading. (2020). Keim, Donald B ; von Beschwitz, Bastian ; Massa, Massimo.
    In: Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178..

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  23. The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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  24. Why does public news augment information asymmetries?. (2020). Crego, Julio A.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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  25. News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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  26. Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

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  27. Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification. (2020). Azencott, Robert ; Kong, AO ; Zhu, Hongliang.
    In: Papers.
    RePEc:arx:papers:2011.04939.

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  28. The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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  29. The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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  30. Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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  31. How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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  32. Surprise and dispersion: informational impact of USDA announcements. (2019). Frijns, Bart ; TouraniRad, Alireza ; Indriawan, Ivan ; FernandezPerez, Adrian .
    In: Agricultural Economics.
    RePEc:bla:agecon:v:50:y:2019:i:1:p:113-126.

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  33. Social media bots and stock markets. (2018). Tran, Vu ; Talavera, Oleksandr ; Fan, Rui.
    In: Working Papers.
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  34. Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, J. Daniel.
    In: NCER Working Paper Series.
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  35. Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri.
    In: Sustainability.
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  36. First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
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  37. Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451.

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  38. Monetary Policy and Stock/Foreign Exchange Market Liquidity: The Japanese Case. (2017). Kurihara, Yutaka.
    In: Journal of Economics Library.
    RePEc:ksp:journ5:v:4:y:2017:i:1:p:1-8.

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  39. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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  40. Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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  41. Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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  42. Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho.
    In: Finance Research Letters.
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  43. What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho.
    In: Economics Letters.
    RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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  44. Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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  45. How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio.
    In: Documentos de Trabajo CIEF.
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  46. How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A.
    In: Documentos de Trabajo CIEF.
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  47. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
    In: Working Papers.
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  48. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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  49. Surprise and Dispersion: Informational Impact of USDA Announcements. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan ; Fernandez-Perez, Adrian.
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  50. Information Flow, Trading Activity and Commodity Futures Volatility. (2016). Clements, Adam ; Todorova, Neda.
    In: Journal of Futures Markets.
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  51. News versus Sentiment : Predicting Stock Returns from News Stories. (2016). Sinha, Nitish R ; Heston, Steven L.
    In: Finance and Economics Discussion Series.
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  52. News sentiment and bank credit risk. (2016). Smales, Lee.
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  53. Monetary Policy Announcements, Communication, and Stock Market Liquidity. (2016). Kutan, Ali ; Ryu, Doojin ; Lee, Jieun.
    In: Australian Economic Papers.
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  54. Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements. (2016). Garcia, Philip ; Joseph, Kishore .
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  55. Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne .
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  56. Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee.
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  58. Time-variation in the impact of news sentiment. (2015). Smales, Lee.
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  59. First to “Read” the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B.
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    In: NCER Working Paper Series.
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  63. News sentiment in the gold futures market. (2014). Smales, Lee.
    In: Journal of Banking & Finance.
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  64. The market microstructure of the European climate exchange. (2014). Otsubo, Yoichi ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
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  65. The adverse selection cost component of the spread of Brazilian stocks. (2014). Araujo, Gustavo ; Barbedo, Claudio Henrique da S., ; Vicente, Jose Valentim M., .
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  66. Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data. (2014). Panayi, Efstathios ; Kosmidis, Ioannis ; Peters, Gareth .
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  67. Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. (2013). Weber, Enzo ; Ülkü, Numan ; Ulku, Numan.
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  68. The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading. (2013). Yamada, Takeshi ; Shen, Jianfeng ; Sankaraguruswamy, Srinivasan .
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    RePEc:pra:mprapa:58107.

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  5. Advice in the Marketplace: A Laboratory Study. (2014). Price, Michael ; Alevy, Jonathan.
    In: Experimental Economics Center Working Paper Series.
    RePEc:exc:wpaper:2014-03.

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  6. Determinants of contract completeness: An environmental regulatory application. (2014). Kosnik, Lea-Rachel.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:37:y:2014:i:c:p:198-208.

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  7. Do Google Trend data contain more predictability than price returns?. (2014). Challet, Damien ; Bel Hadj Ayed, Ahmed ; Ahmed Bel Hadj Ayed, ; Belhadjayed, Ahmed.
    In: Papers.
    RePEc:arx:papers:1403.1715.

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  8. Which News Moves Stock Prices? A Textual Analysis. (2013). Boudoukh, Jacob ; Kogan, Shimon ; Feldman, Ronen ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18725.

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  9. Word power: A new approach for content analysis. (2013). Wu, DI ; Jegadeesh, Narasimhan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:3:p:712-729.

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  10. Public information arrival: Price discovery and liquidity in electronic limit order markets. (2013). Zhang, S. Sarah ; Storkenmaier, Andreas ; Riordan, Ryan ; Wagener, Martin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1148-1159.

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  11. Open source information, investor attention, and asset pricing. (2013). Shen, Dehua ; Zhang, Yongjie ; Xiong, Xiong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:613-619.

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  12. How Newspaper-Article-Events, Other Stock Market Indices, and the Foreign Currency Rate Affect the Philippine Stock Market. (2013). Gabriel, Percival S..
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2013:p:423-444.

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  13. Financial press and stock markets in times of crisis. (2012). Casarin, Roberto ; Squazzoni, Flaminio.
    In: Working Papers.
    RePEc:ven:wpaper:2012_04.

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  14. Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:04.

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  15. The relationship between online chatter and firm value. (2012). Shively, Tom ; McAlister, Leigh ; Sonnier, Garrett.
    In: Marketing Letters.
    RePEc:kap:mktlet:v:23:y:2012:i:1:p:1-12.

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  16. Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287.

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  17. Litigation risk, strategic disclosure and the underpricing of initial public offerings. (2012). Hanley, Kathleen ; Hoberg, Gerard .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:2:p:235-254.

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  18. Information demand and stock market volatility. (2012). Vlastakis, Nikolaos ; Markellos, Raphael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1808-1821.

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  19. Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183.

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  20. Advice and Fictive Learning: The Pricing of Assets in the Laboratory. (2012). Price, Michael ; Alevy, Jonathan.
    In: Working Papers.
    RePEc:ala:wpaper:2012-07.

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  21. Does investor attention influence stock market activity? The case of spin-off deals. (2011). Farina, Vincenzo ; Carretta, Alessandro ; Reale, Marco ; Graziano, Elvira Anna .
    In: MPRA Paper.
    RePEc:pra:mprapa:33545.

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  22. The CAPS Prediction System and Stock Market Returns. (2011). Zeckhauser, Richard ; Chevalier, Judith ; Avery, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17298.

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  23. Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets. (2011). Graf, Ferdinand .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1118.

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  24. Litigation risk, strategic disclosure and the underpricing of initial public offerings. (2011). Hanley, Kathleen ; Hoberg, Gerard .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-12.

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  25. On the economics of energy labels in the housing market. (2011). Kok, Nils ; Brounen, Dirk.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:62:y:2011:i:2:p:166-179.

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  26. When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:321-340.

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  27. The CAPS Prediction System and Stock Market Returns. (2011). Zeckhauser, Richard ; Avery, Christopher ; Chevalier, Judith .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp11-028.

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  28. Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data. (2011). Mao, Huina ; Counts, Scott ; Bollen, Johan.
    In: Papers.
    RePEc:arx:papers:1112.1051.

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  29. Are day traders bias free?—evidence from internet stock message boards. (2010). Zhang, Ying ; Swanson, Peggy .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:1:p:96-112.

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  30. Text-Based Network Industries and Endogenous Product Differentiation. (2010). Phillips, Gordon ; Hoberg, Gerard .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15991.

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  31. Information technology and its impact on stock returns and trading volume. (2010). tavor, tchai ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:247-262.

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  32. Adverse selection and reputation in a world of cheap talk. (2010). Depken, Craig ; Zhang, Ying.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:4:p:548-558.

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  33. Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements. (2009). Trebbi, Francesco ; Lucca, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15367.

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  34. The CAPS Prediction System and Stock Market Returns. (2009). Zeckhauser, Richard ; Avery, Christopher N..
    In: Scholarly Articles.
    RePEc:hrv:hksfac:4415901.

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  35. Experts online: An analysis of trading activity in a public Internet chat room. (2009). Mizrach, Bruce ; Weerts, Susan .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281.

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  36. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31.

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  37. Regulatory disclosure via the internet: does it make financial markets more efficient?. (2008). Duque, João ; Pinto, Ines.
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:33:y:2008:i:1:p:5-19.

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  38. On the effects of stock spam e-mails. (2008). Hauser, Florian ; Hanke, Michael.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:1:p:57-83.

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  39. Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room. (2007). Mizrach, Bruce ; Lu, Jie.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200701.

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  40. Overconfidence and trading volume. (2007). Weber, Martin ; Glaser, Markus .
    In: The Geneva Papers on Risk and Insurance Theory.
    RePEc:kap:geneva:v:32:y:2007:i:1:p:1-36.

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  41. What Drives Media Slant? Evidence from U.S. Daily Newspapers. (2006). Shapiro, Jesse ; Gentzkow, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12707.

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  42. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-337.

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  43. Manipulating political stock markets: A field experiment and a century of observational data. (2006). Rhode, Paul ; Strumpf, Koleman.
    In: Natural Field Experiments.
    RePEc:feb:natura:00325.

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  44. The Impact of Oil and Natural Gas Facilities on Rural Residential Property. (2005). McMillan, Melville ; Chan, Wing ; Boxall, Peter.
    In: Working Papers.
    RePEc:wlu:wpaper:eg0039.

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  45. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11441.

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  46. Overconfidence and Trading Volume. (2005). Weber, Martin ; Glaser, Markus .
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0040.

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  47. Which Past Returns Affect Trading Volume?. (2005). Weber, Martin ; Glaser, Markus .
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0035.

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  48. The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis. (2005). McMillan, Melville ; Chan, Wing ; Boxall, Peter.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:27:y:2005:i:3:p:248-269.

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  49. Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room. (2004). Mizrach, Bruce ; Weerts, Susan .
    In: Departmental Working Papers.
    RePEc:rut:rutres:200412.

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  50. Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0303002.

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