The impact of news flow on asset returns: An empirical study

This chapter contains sections titled: Background and literature review Aspects of news flow datasets Understanding news flow datasets Does news flow matter? News flow and analyst revisions Designing a trading strategy Summary and discussions

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Bibliographic Details
Published inThe Handbook of News Analytics in Finance pp. 211 - 230
Main Authors Moniz, Andy, Brar, Gurvinder, Davies, Christian, Strudwick, Adam
Format Book Chapter
LanguageEnglish
Published Chichester, West Sussex, UK John Wiley & Sons, Ltd 16.05.2011
Subjects
analyst forecasts
equity investors
higher frequency information
market prices
momentum strategies
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Summary:This chapter contains sections titled: Background and literature review Aspects of news flow datasets Understanding news flow datasets Does news flow matter? News flow and analyst revisions Designing a trading strategy Summary and discussions
ISBN:9780470666791
047066679X
DOI:10.1002/9781118467411.ch8