1.B REFERENCES
Antweiler W.; Frank M. (2004) “Is all that talk just noise? The information content of stock message boards,” Journal of Finance, 59(3).
Bamber L.S.; Barron O.E.; Stober T.L. (1997) “Trading volume and different aspects of disagreement coincident with earnings announcements,” The Accounting Review, 72, 575–597.
Barber B.M.; Odean T. (2001) “Boys will be boys: Gender, overconfidence, and common stock investment,” Quarterly Journal of Economics, 116(1), 261–292.
Barber B.M.; Odean T. (2008) “All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors,” Review of Financial Studies, 21(2), 785–818 (updated in this volume: see Chapter 7).
Blasco N.; Corredor P.; Del Rio C.; Santamaria R. (2005) “Bad news and Dow Jones make the Spanish stocks go round,” European Journal of Operational Research, 163(1), 253–275.
Boyd J.H.; Hu J.; Jagannathan R. (2005) “The stock market's reaction to unemployment news: Why bad news is usually good for stocks,” Journal of Finance, 60(2), 649–672.
Brown, R./Thomson Reuters (2010) “Incorporating news analytics into quantitative investment and trading strategies,” paper presented at CARISMA Annual Conference. Available at http://www.optirisk-systems.com/papers/RichardBrown.pdf
Busse J.A.; Green T.C. (2002) “Market efficiency in real time,” Journal of Financial Economics, 65(3), 415–437.
Cahan R.; Jussa J.; Luo Y. (2009) Breaking News: How to Use News Sentiment to Pick Stocks, MacQuarie ...
Get The Handbook of News Analytics in Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
