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Does Public Financial News Resolve Asymmetric Information?. (2010). Tetlock, Paul C..
In: The Review of Financial Studies.
RePEc:oup:rfinst:v:23:y:2010:i:9:p:3520-3557.

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  76. The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui.
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  83. Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
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  84. News sentiment and stock market volatility. (2021). Hsu, Yen-Ju ; Lu, Yang-Cheng ; Yang, Jimmy J.
    In: Review of Quantitative Finance and Accounting.
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  85. Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis. (2021). Shen, Dehua ; Zhang, Yongjie ; Li, Xiao ; Chu, Gang.
    In: Asia-Pacific Financial Markets.
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  86. Asymmetric Attention and Stock Returns. (2021). Wu, Thomas ; Cziraki, Peter ; Mondria, Jordi.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:1:p:48-71.

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  87. News-Induced Dynamic Networks for Market Signaling: Understanding the Impact of News on Firm Equity Value. (2021). Li, Xin ; Luo, Peng ; Zhao, Leon J ; Chen, Kun.
    In: Information Systems Research.
    RePEc:inm:orisre:v:32:y:2021:i:2:p:356-377.

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  88. COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo. (2021). Wang, Zhuo ; Duan, Yuejiao ; Liu, Lanbiao.
    In: Research in International Business and Finance.
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  89. Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Zhang, Yue-Jun ; Li, Zhao-Chen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555.

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  90. Individual investor ownership and the news coverage premium. (2021). Marmora, Paul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:494-507.

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  91. FinTech innovation regulation based on reputation theory with the participation of new media. (2021). Zhou, XI ; Chen, Shou.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100072x.

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  92. The effect of language on investing: Evidence from searches in Chinese versus English. (2021). Lin, Chih-Yung ; HASAN, IFTEKHAR ; Huang, Yin-Siang ; Chuang, Hui-Ching.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000603.

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  93. Pervasive underreaction: Evidence from high-frequency data. (2021). Li, Sophia Zhengzi ; Wang, Hao ; Jiang, Hao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:573-599.

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  94. Calendar rotations: A new approach for studying the impact of timing using earnings announcements. (2021). Noh, Suzie ; Verdi, Rodrigo S ; So, Eric C.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:3:p:865-893.

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  95. An alternative behavioral explanation for the MAX effect. (2021). Baars, Maren ; Mohrschladt, Hannes.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:191:y:2021:i:c:p:868-886.

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  96. Controlling shareholder share pledging and stock price crash risk: Evidence from China. (2021). Yan, Ziqiao ; Li, Wanli ; Zhou, Jingting ; Lyu, Huaili.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001721.

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  97. Dynamic measurement of news-driven information friction in Chinas carbon market: Theory and evidence. (2021). Cao, Tingting ; Xu, Tiantian ; Li, Houxuan ; Zhang, Heng-Guo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303340.

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  98. News media and insider trading profitability: An emerging country perspective. (2021). Dutta, Shantanu ; Zhu, Pengcheng ; Huang, Hui ; Sun, Fangcheng.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:49:y:2021:i:c:s1566014121000030.

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  99. The influence of the media on government decisions: Evidence from IPOs in China. (2021). Li, Yuanpeng ; Zhou, YI ; Shi, Haina.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001784.

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  100. Institutional trading in firms rumored to be takeover targets. (2021). Walker, Thomas J ; Khadivar, Hamed ; Davis, Frederick.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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  101. Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

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  102. Stock Price Dynamics Surrounding Company-Specific Shocks. (2021). Kudryavtsev, Andrey.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2021:i:7:p:32-45.

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  103. Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2110.10800.

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  104. News Classification using Support Vector Machine to Model and Forecast Volatility. (2020). Ngunyi, Antony ; Waititu, Anthony Gichuhi ; 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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  105. Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time. (2020). Righi, Simone ; Biondi, Yuri.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-017-0201-8.

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  106. Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). VORTELINOS, DIMITRIOS ; Floros, Christos ; Sariannidis, Nikolaos ; Gkillas, Konstantinos ; Garefalakis, Alexandros.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

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  107. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27036.

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  108. First-mover disadvantage - The sovereign ratings mousetrap. (2020). Klusak, Patrycja ; Kraemer, Moritz ; Vu, Huong.
    In: CEPS Papers.
    RePEc:eps:cepswp:26352.

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  109. The impact of block trades on stock price synchronicity: Evidence from China. (2020). Song, Xuan ; Wu, Qun ; Meng, Qingbin ; Zeng, Hong Chao ; Liu, Chunlin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:239-253.

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  110. Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Lien, Donald ; Yu, Chang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:67:y:2020:i:c:p:85-100.

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  111. 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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  112. GDP announcements and stock prices. (2020). Funashima, Yoshito ; Ohtsuka, Yoshihiro ; Iizuka, Nobuo.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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  113. Market uncertainty and the importance of media coverage at earnings announcements. (2020). Bonsall, Samuel B ; Muller, Karl A ; Green, Jeremiah.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:69:y:2020:i:1:s016541011930059x.

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  114. Big data and algorithmic trading against periodic and tangible asset reporting: The need for U-XBRL. (2020). Vasarhelyi, Miklos A ; Pei, Duo.
    In: International Journal of Accounting Information Systems.
    RePEc:eee:ijoais:v:37:y:2020:i:c:s1467089520300208.

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  115. Media coverage and stock price synchronicity. (2020). Phan, Hoàng Long ; Luong, Hoang ; Dang, Man ; Hoang, Luong ; Nguyen, Lily.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521919300389.

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  116. Biased information weight processing in stock markets. (2020). Langer, Thomas ; Mohrschladt, Hannes.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:57:y:2020:i:c:p:89-106.

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  117. When is a MAX not the MAX? How news resolves information uncertainty. (2020). Brooks, Chris ; Bell, Adrian ; Tao, Ran.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:57:y:2020:i:c:p:33-51.

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  118. News sentiment, credit spreads, and information asymmetry. (2020). Liu, Zhechen ; Wang, Xinjie ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760.

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  119. Do corporate press releases drive media coverage?. (2020). Tsileponis, Nikolaos ; Walker, Martin ; Stathopoulos, Konstantinos.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:52:y:2020:i:2:s0890838920300019.

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  120. Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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  121. Influence of media coverage and sentiment on seasoned equity offerings. (2020). Zhou, YI ; Sun, JI ; Guo, Jie ; Wang, Jiaguo.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:s1:p:557-585.

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  122. News media analytics in finance: a survey. (2020). Vanstone, Bruce ; Marty, Tom ; Hahn, Tobias.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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  123. A Re-examination of the Holiday Effect in Stock Returns: The Case of Vietnam. (2020). Dat, Pham Thanh ; Khanh, Pham Dan ; Nhuong, Bui Huy.
    In: Edelweiss Applied Science and Technology.
    RePEc:ajp:edwast:v:4:y:2020:i:1:p:51-54:id:281.

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  124. Media-expressed tone, Option Characteristics, and Stock Return Predictability. (2019). Härdle, Wolfgang ; Fengler, Matthias ; Chen, Cathy Yi-Hsuan ; Liu, Yanchu ; Hardle, Wolfgang Karl.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2019015.

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  125. Skin in the game: personal stock holdings and investors’ response to stock analysis on social media. (2019). Deangelis, Matthew D ; Campbell, John L ; Moon, James R.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:3:d:10.1007_s11142-019-09498-9.

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  126. The role of the business press in the pricing of analysts’ recommendation revisions. (2019). Ahn, Minkwan ; Drake, Michael ; Stice, Han ; Kyung, Hangsoo.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:1:d:10.1007_s11142-019-9485-3.

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  127. Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance. (2019). Gaspar, Sergio ; Chuprinin, Oleg ; Massa, Massimo.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1430-1453.

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  128. How news and its context drive risk and returns around the world. (2019). Mamaysky, Harry ; Calomiris, Charles W.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:2:p:299-336.

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  129. News media coverage and corporate leverage adjustments. (2019). Dang, Tung ; Nguyen, Lily ; Moshirian, Fariborz ; Zhang, Bohui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302419.

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  130. 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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  131. Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Brandt, Michael W ; Gao, Lin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

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

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  133. Holiday Effect on Large Stock Price Changes. (2019). Kudryavtsev, Andrey.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2019:v:20:i:2:kudryavtsev.

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  134. THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey.
    In: Economic Annals.
    RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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  135. Do Chinese Internet Users Exist Heterogeneity in Search Behavior?. (2019). Liu, Shi-Yuan ; Han, Ren-Jie.
    In: Papers.
    RePEc:arx:papers:1911.00715.

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  136. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Chen, Cathy Yi-Hsuan ; Liu, Yanchu ; Hardle, Wolfgang Karl.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2018023.

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  137. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2018:08.

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  138. Social media bots and stock markets. (2018). Tran, Vu ; Talavera, Oleksandr ; Fan, Rui.
    In: Working Papers.
    RePEc:swn:wpaper:2018-30.

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  139. Capital market effects of media synthesis and dissemination: evidence from robo-journalism. (2018). deHaan, Ed ; Blankespoor, Elizabeth ; Zhu, Christina.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:23:y:2018:i:1:d:10.1007_s11142-017-9422-2.

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  140. Information: Hard and Soft. (2018). Petersen, Mitchell ; Liberti, Jose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25075.

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  141. How News and Its Context Drive Risk and Returns Around the World. (2018). Calomiris, Charles ; Mamaysky, Harry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24430.

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  142. Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:10:p:3361-:d:170985.

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  143. How does the stock market absorb shocks?. (2018). Frank, Murray ; Sanati, Ali.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:136-153.

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  144. The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Mollica, Vito ; Steffen, Tom ; Ibikunle, Gbenga ; Frino, Alex.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

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  145. Herding in analysts’ recommendations: The role of media. (2018). Huynh, Thanh ; Frijns, Bart.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:1-18.

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  146. Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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  147. Discussion of “earnings announcement promotions: A Yahoo Finance field experiment”. (2018). Engelberg, Joseph.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:66:y:2018:i:2:p:415-418.

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  148. Rumor rationales: The impact of message justification on article credibility. (2018). Walker, Thomas ; Betton, Sandra ; Davis, Frederick.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:271-287.

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  149. Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns. (2018). Johnson, Travis L.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:56:y:2018:i:1:p:217-263.

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  150. Carbon risk, cost of debt financing and the moderation effect of media attention: Evidence from Chinese companies operating in high‐carbon industries. (2018). Zhou, Zhifang ; Chen, Xiaohong ; Zhang, Tao ; Wen, Kang ; Zeng, Huixiang.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:27:y:2018:i:8:p:1131-1144.

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  151. News-based trading strategies. (2018). Feuerriegel, Stefan ; Prendinger, Helmut.
    In: Papers.
    RePEc:arx:papers:1807.06824.

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  152. Essays in financial intermediation and political economy. (2017). Luo, Mancy.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:146f40d3-6c89-4c6d-8fea-1d698ba0bf39.

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  153. Public re-release of going-concern opinions and market reaction. (2017). Khan, Sarfraz A ; Lobo, Gerald ; Nwaeze, Emeka T.
    In: Accounting and Business Research.
    RePEc:taf:acctbr:v:47:y:2017:i:3:p:237-267.

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  154. Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:09:y:2017:i:2:p:043-062.

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  155. Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:09:y:2017:i:2:p:007-026.

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  156. Does Information Intensity Matter for Stock Returns? Evidence from Form 8-K Filings. (2017). Zhao, Xiaofei.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:5:p:1382-1404.

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  157. Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market. (2017). Aman, Hiroyuki ; Moriyasu, Hiroshi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:660-676.

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  158. The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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  159. 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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  160. Information Shocks and Short-Term Market Underreaction. (2017). Zhu, Kevin X ; Jiang, George J.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:43-64.

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  161. Information percolation, momentum and reversal. (2017). Cujean, Julien ; Andrei, Daniel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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  162. Investment strategies, reversibility, and asymmetric information. (2017). Shibata, Takashi ; Cui, Xue.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:263:y:2017:i:3:p:1109-1122.

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  163. Informativeness of the market news sentiment in the Taiwan stock market. (2017). Wei, Yu-Chen ; Hsu, Yen-Ju ; Lu, Yang-Cheng ; Chen, Jen-Nan .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:158-181.

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  164. Why Do Short Sellers Like Qualitative News?. (2017). Chuprinin, Oleg ; Massa, Massimo ; von Beschwitz, Bastian.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:52:y:2017:i:02:p:645-675_00.

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  165. Much Ado About Nothing: Is the Market Affected by Political Bias?. (2017). Manconi, Alberto ; Massa, Massimo ; Luo, Mancy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11991.

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  166. How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:016990.

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  167. How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:016944.

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  168. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2018_1714.

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  169. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
    In: Working Papers.
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  170. News Articles and Equity Trading. (2017). Obizhaeva, Anna ; Tuzun, Tugkan ; Sinha, Nitish Ranjan ; Kyle, Albert S.
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  171. News Articles and Equity Trading. (2017). Tuzun, Tugkan ; Sinha, Nitish Ranjan ; Obizhaeva, Anna ; Kyle, Albert S.
    In: Working Papers.
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  172. Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing.
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  173. Financial media, price discovery, and merger arbitrage. (2016). Zechner, Josef ; Buehlmaier, Matthias.
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  174. An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). Allen, David ; McAleer, Michael ; Singh, Abhay K.
    In: Documentos de Trabajo del ICAE.
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  175. An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series. (2016). Allen, David ; Singh, Abhay K.
    In: Tinbergen Institute Discussion Papers.
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  176. Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). Mamatzakis, Emmanuel ; Zhang, Xiaoxiang ; Wang, Chaoke .
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  177. The Intraday Market Liquidity of Japanese Government Bond Futures. (2016). , Toshinaoyoshiba ; Watanabe, Toshiaki ; Tsuchida, Naoshi.
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  178. An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). Allen, David ; Singh, A K.
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  179. Can information be locked up? Informed trading ahead of macro-news announcements. (2016). Tang, Yuehua ; Hu, Jianfeng ; Bernile, Gennaro.
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  180. Adjusting to The Information Environment: News Tangibility and Mutual Fund Performance. (2016). Gaspar, Sergio ; Chuprinin, Oleg ; Massa, Massimo.
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  181. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment. (2016). Koudijs, Peter.
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  182. Those Who Know Most: Insider Trading in Eighteenth-Century Amsterdam. (2015). Koudijs, Peter.
    In: Journal of Political Economy.
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  183. Daily Market News Sentiment and Stock Prices. (2015). Allen, David ; McAleer, Michael ; Singh, Abhay K.
    In: Documentos de Trabajo del ICAE.
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  184. Daily Market News Sentiment and Stock Prices. (2015). Allen, David ; Singh, Abhay K.
    In: Tinbergen Institute Discussion Papers.
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  185. THE IMPACT OF FINANCIAL NEWS AND PRESS FREEDOM ON ABNORMAL RETURNS AROUND EARNINGS ANNOUNCEMENT PERIODS IN THE SHANGHAI, SHENZHEN AND TAIWAN STOCK MARKETS. (2015). Wei, Yu-Chen ; Lu, Yang-Cheng ; Lin, I-Chi .
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  186. Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time. (2015). Righi, Simone ; Biondi, Yuri.
    In: Department of Economics.
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  187. Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches. (2015). Wu, Jing ; Deng, Yongheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:3:p:289-306.

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  188. Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?. (2015). Zhang, Xiao-Jun ; Levi, Shai.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:2:p:354-371.

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  189. Why Do Short Sellers Like Qualitative News?. (2015). Chuprinin, Oleg ; Massa, Massimo ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
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  190. Daily Market News Sentiment and Stock Prices. (2015). Allen, David ; Singh, A K.
    In: Econometric Institute Research Papers.
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  191. The effects and applicability of financial media reports on corporate default ratings. (2015). Wei, Yu-Chen ; Lu, Yang-Cheng ; Chang, Tsang-Yao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:36:y:2015:i:c:p:69-87.

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  192. Are institutions informed about news?. (2015). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:249-287.

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  193. Commonality in news around the world. (2015). Dang, Tung ; Moshirian, Fariborz ; Zhang, Bohui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:1:p:82-110.

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  194. News volume information: Beyond earnings forecasting in a global stock selection model. (2015). Cahan, Rochester ; Gillam, Robert A. ; Guerard, John B..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:575-581.

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  195. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

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  196. Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:12-26.

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  197. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Li, ZhaoLai ; Zeng, Zhaofa ; You, Wanhai ; Zhu, Hui-Ming .
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  198. The Governance Effect of the Medias News Dissemination Role: Evidence from Insider Trading. (2015). Parwada, Jerry ; Dai, Lili ; Zhang, Bohui.
    In: Journal of Accounting Research.
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  199. The Long-Run Role of the Media: Evidence from Initial Public Offerings. (2014). Sherman, Ann ; Zhang, Yong ; Liu, Laura Xiaolei.
    In: Management Science.
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  200. News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). Wang, Sean ; So, Eric C..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:1:p:20-35.

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  201. Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Soltes, Eugene ; Sosyura, Denis ; Solomon, David H..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72.

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  202. Differences in the information environment prior to seasoned equity offerings under relaxed disclosure regulation. (2014). White, Joshua ; Clinton, Sarah B..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:58:y:2014:i:1:p:59-78.

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  203. Level shifts in stock returns driven by large shocks. (2014). Tzavalis, Elias ; Kapetanios, George ; Dendramis, Yiannis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:41-51.

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  204. Can firms learn by observing? Evidence from cross-border M&As. (2014). HASAN, IFTEKHAR ; Sun, Xian ; Waisman, Maya ; Francis, Bill B..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:202-215.

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  205. Donating Money to Get Money: The Role of Corporate Philanthropy in Stakeholder Reactions to IPOs. (2014). Zhang, Zhe ; Jia, Ming.
    In: Journal of Management Studies.
    RePEc:bla:jomstd:v:51:y:2014:i:7:p:1118-1152.

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  206. The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings.. (2014). Bernales, Alejandro.
    In: Working papers.
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  207. Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis. (2013). Casarin, Roberto ; Squazzoni, Flaminio.
    In: PLOS ONE.
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  208. Those Who Know Most: Insider Trading in 18th c. Amsterdam. (2013). Koudijs, Peter.
    In: NBER Working Papers.
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  209. Which News Moves Stock Prices? A Textual Analysis. (2013). Kogan, Shimon ; Feldman, Ronen ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
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  210. The Effects of Information Asymmetries on the Success of Stock Option Listings. (2013). Guidolin, Massimo ; Bernales, Alejandro.
    In: Working Papers.
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  211. The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading. (2013). Yamada, Takeshi ; Shen, Jianfeng ; Sankaraguruswamy, Srinivasan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4134-4143.

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  212. Market reaction to earnings news: A unified test of information risk and transaction costs. (2013). Zhang, QI ; Keasey, Kevin ; Cai, Charlie X..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:56:y:2013:i:2:p:251-266.

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  213. How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

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  214. Limited attention and news arrival in limit order markets.. (2013). Dugast, Jérôme.
    In: Working papers.
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  215. DOES INVESTOR ATTENTION MATTER�S?. (2013). Amin, Rashid ; Ahmad, Habib.
    In: Journal of Public Administration, Finance and Law.
    RePEc:aic:jopafl:y:2013:v:4:p:111-125.

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  216. Financial press and stock markets in times of crisis. (2012). Casarin, Roberto ; Squazzoni, Flaminio.
    In: Working Papers.
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  217. 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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  218. Investor Inattention and the Market Impact of Summary Statistics. (2012). Ozyildirim, Ataman ; Gilbert, Thomas ; Kogan, Shimon ; Lochstoer, Lars.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:2:p:336-350.

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  219. Stock returns after major price shocks: The impact of information. (2012). Savor, Pavel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:635-659.

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  220. How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; Engelberg, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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  221. The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

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  222. The role of the media in a bubble. (2012). Walker, Clive ; Turner, John ; Campbell, Gareth.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481.

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  223. And Now, The Rest of the News: Volatility and Firm Specific News Arrival. (2012). Lunde, Asger ; Engle, Robert ; Hansen, Martin Klint.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-56.

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  224. 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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  225. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

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  226. 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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