Measuring the value of media sentiment: A pragmatic view

• Published in: The Handbook of News Analytics in Finance pp. 109 - 128
• Main Author: Munz, Marion
• Format: Book Chapter
• Language: English
• Published: Chichester, West Sussex, UK John Wiley & Sons, Ltd 16.05.2011
• Subjects: long‐term investments; news sentiment systems; online trading platforms; real‐time environment; stock price

This chapter contains sections titled: Introduction The value of news for the US stock market News moves markets News moves stock prices News vs. noise Regulated vs. unregulated news The news component of the stock price Materiality is near Size does matter Corporate senior management under the gun...