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The Handbook of News Analytics in Finance Edited by L. Mitra and G. Mitra © 2011 John Wiley & Sons

1 Such as a thing is, such is its act: Unumquodque enim quale est, talia operator—Aquinas (I–II, Q.55, A.2).

2 The current format of DJNA data prohibits (at least, not without considerable additional work) the inclusion of ADRs. Each company is tagged with its country ticker and a country code. It would be necessary to obtain a non-survivor-biased ...

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