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The Handbook of News Analytics in Finance by Leela Mitra, Gautam Mitra

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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 ...

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