Search Results

Amount of news before stock market fluctuations,
Yoshifumi Tahira and Takayuki Mizuno, from Institute of Economic Research, Hitotsubashi University (2016)
Keywords: Econophysics, Stock market, Business news, Exogenous shock

Currency news and international bond markets,
Moustafa Abuelfadl and Ehab Yamani, in The North American Journal of Economics and Finance (2021)
Keywords: Currency news; Bond markets; Event-study; Abnormal returns;

News sentiment in the gold futures market,
Lee Smales, in Journal of Banking & Finance (2014)
Keywords: News sentiment; Futures markets; Trading behaviour; Gold; COMEX; Information;

News and Asian Emerging Markets,
Tatsuyoshi Miyakoshi, in Review of Pacific Basin Financial Markets and Policies (RPBFMP) (2006)
Keywords: News, Asian emerging markets, EGARCH, JEL Classification: G1, JEL Classification: C40, JEL Classification: C20

Non-scheduled news arrival and high-frequency stock market dynamics,
Lee Smales, in Research in International Business and Finance (2014)
Keywords: News analytics; Stock market; Non-scheduled news events;

When echoes surpass voices: Market reaction to forwarded news,
Jiaxin Duan, Fangyuan Kou, Zining Wang and Yixin Wei, in International Review of Financial Analysis (2024)
Keywords: News types; News tone; Market reaction; Investor attention; Media credibility;

The Impact Of Economic News On Financial Markets,
John Parker, from University Library of Munich, Germany (2007)
Keywords: Economic Derivatives; Economic Announcements; News; Financial Markets; Market Expectations; Real-Time Financial Data

Market quality around macroeconomic news announcements: Evidence from the Australian stock market,
Ivan Indriawan, in Pacific-Basin Finance Journal (2020)
Keywords: Market microstructure; Market quality; Macroeconomic news announcements;

News and social networks of Russian companies: Degree of influence on the securities market,
E. Fedorova, I. Pyltsin, Yu. Kovalchuk and P. Drogovoz, in Journal of the New Economic Association (2022)
Keywords: text analysis, tweets, RBC news, stock market

U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific,
Evert Vrugt, in Pacific-Basin Finance Journal (2009)
Keywords: Macroeconomic news Volatility International equity markets Information

Machine learning sentiment analysis, Covid-19 news and stock market reactions,
Michele Costola, Michael Nofer, Oliver Hinz and Loriana Pelizzon, from Leibniz Institute for Financial Research SAFE (2020)
Keywords: COVID-19 news, Sentiment Analysis, Stock Markets

Machine learning sentiment analysis, COVID-19 news and stock market reactions,
Michele Costola, Oliver Hinz, Michael Nofer and Loriana Pelizzon, in Research in International Business and Finance (2023)
Keywords: COVID-19 news; Sentiment analysis; Stock markets;

Does U.S. macroeconomic news make emerging financial markets riskier,
Esin Cakan, Nadia Doytch and Kamal Upadhyaya, in Borsa Istanbul Review (2015)
Keywords: Asymmetric GARCH; Emerging markets; Macroeconomic news; Surprises

Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets,
Dimitrios Vortelinos, Athanasios Koulakiotis and Athanasios Tsagkanos, in Research in International Business and Finance (2017)
Keywords: News releases; Asymmetries; Mini-futures markets; Intraday;

The impact of innovation news coverage on illiquid stocks: the case of US market,
Elena Fedorova and Valentin Stepanov, in European Journal of Innovation Management (2023)
Keywords: Text analysis, News, Stock market, Innovation, Illiquidity

The memory of Katrina and the stock market response to hurricane-related news and events,
Theodoros Chatzivasileiadis, F. Estrada, Marjan Hofkes and Richard Tol, from Department of Economics, University of Sussex Business School (2017)
Keywords: Event study, Hurricanes, Stock market, News coverage

Impacts of the US macroeconomic news on Asian stock markets,
Tho Nguyen and Chau Ngo, in Journal of Risk Finance (2014)
Keywords: US macroeconomic news, Asian stock markets, Spillover effects

THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013,
Francisco Jareño, Marta Tolentino and María de la O GONZÁLEZ, in Applied Econometrics and International Development (2018)
Keywords: US stock market; sector return; trading volume; recession; inflation news.

Aggregate News Sentiment and Stock Market Returns in India,
Sushant Chari, Purva Hegde Desai, Nilesh Borde and Babu George, in JRFM (2023)
Keywords: aggregate news sentiment; GARCH; noise trader; extreme stock market returns

Market news co-moments and currency returns,
Mohammadreza Tavakoli Baghdadabad and Girijasankar Mallik, in Empirical Economics (2021)
Keywords: Market news, Cash-flow, Discount rate, Risk co-moments

Exchange rates and macro news in emerging markets,
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo, in Research in International Business and Finance (2018)
Keywords: Emerging markets; Exchange rates; GARCH model; Macro news;

Exchange Rates and Macro News in Emerging Markets,
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo, from CESifo (2016)
Keywords: emerging markets, exchange rates, GARCH model, macro news

Macroeconomic News, Business Cycles and Australian Financial Markets,
Victor Fang, Chien-Ting Lin and Kunaal Parbhoo, in Asia-Pacific Financial Markets (2008)
Keywords: Asymmetric effect, Macroeconomic news surprises, Financial markets, State of economy,

Exchange Rates and Macro News in Emerging Markets,
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Emerging markets, Exchange Rates, GARCH model, Macro news

Limited attention and news arrival in limit order markets,
Jérôme Dugast, from Banque de France (2013)
Keywords: imperfect attention, news, limit order book, price formation, market liquidity.

Housing market dynamics: Any news?,
Caterina Mendicino and Sandra Gomes, from European Central Bank (2015)
Keywords: bayesian estimation, financial frictions, housing market, local identification, news shocks, survey expectations

News and correlations of CEEC-3 financial markets,
David Büttner and Bernd Hayo, in Economic Modelling (2010)
Keywords: Financial markets Czech Republic Hungary Poland Political news Macroeconomic shocks Contagion DCC-MGARCH

Housing Market Dynamics: Any News?,
Sandra Gomes and Caterina Mendicino, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012)
Keywords: bayesian estimation, news shocks, local identification, housing market, financial frictions, inflation and interest rate expectations.

News and Correlations of CEEC-3 Financial Markets,
David Büttner and Bernd Hayo, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2009)
Keywords: Financial markets, Czech Republic, Hungary, Poland, political news, macroeconomic shocks, contagion, DCC-MGARCH

How and Why Does Corporate Reputation Moderate Mass Media News’ Impact On Market Value?,
Ivan Guitart, Manfred Schwaiger and Johanna Eberhardt, from HAL (2024)
Keywords: mass media news,corporate reputation,market value,news valence

How and Why Does Corporate Reputation Moderate Mass Media News’ Impact On Market Value?,
Ivan A. Guitart, Manfred Schwaiger and Johanna Eberhardt, in Schmalenbach Journal of Business Research (2024)
Keywords: Mass media news, Corporate reputation, Market value, News valence

THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET,
Ibrahim Yasar Gok and Sefa Topuz, in Studii Financiare (Financial Studies) (2016)
Keywords: US macroeconomic news, Turkish macroeconomic news, Turkish stock market, volatility, stock market integration, GARCH

Macroeconomic News and Stock Returns in the United States and Germany,
Funke Norbert and Matsuda Akimi, in German Economic Review (2006)
Keywords: Stock markets, macroeconomic news

The stock market’s reaction to macroeconomic news under ambiguity,
Ariel Viale, Antoine Giannetti and Luis Garcia-Feijoo, in Financial Markets and Portfolio Management (2020)
Keywords: The stock market, Time-varying ambiguity, Macroeconomic news, Maximum entropy

News announcements, market activity and volatility in the Euro/Dollar foreign exchange market,
Luc Bauwens, Walid Ben Omrane and Pierre Giot, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: foreign exchange market, volatility, news announcements, high frequency data

Total attention: The effect of macroeconomic news on market reaction to earnings news,
Linda H. Chen, George J. Jiang and Kevin X. Zhu, in Journal of Banking & Finance (2018)
Keywords: Earnings announcement; Macroeconomic news announcement; Market reaction; Limited investor attention; Category-learning behavior;

How Does News Affect Stock Return Volatility in a Frontier Market?,
Kalu O. Emenike and Omweno N. Enock, in Management and Labour Studies (2020)
Keywords: Bad news; E-GARCH model; frontier market; good news; leptokurtosis; leverage effect; stock return volatility

Scheduled macroeconomic news announcements and intraday market sentiment,
Sangik Seok, Hoon Cho and Doojin Ryu, in The North American Journal of Economics and Finance (2022)
Keywords: Behavioral finance; Intraday market sentiment; Macroeconomic news; High-frequency data; Stock market reaction;

Market systemic risk, predictability and macroeconomics news,
Cindy S.H. Wang, Rui Fan and Yiqiang Xie, in Finance Research Letters (2023)
Keywords: Systemic risk; Market integration; Hedging assets; Equity market; Monetary policy; Macroeconomics news;

Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets,
Ming Wu, Kiyool Ohk and Kwangsoo Ko, in Journal of International Money and Finance (2021)
Keywords: Log-linear SVAR model; Global regional stock markets; Cash-flow news; Discount-rate news; Non-fundamental news;

Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news,
Fatih Ozatay, Erdal Özmen and Gülbin Şahinbeyoğlu, in Economic Modelling (2009)
Keywords: Bond spreads Emerging markets Macroeconomic news

Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market,
Zied Ftiti, Hachmi Ben Ameur and Waël Louhichi, in Economic Modelling (2021)
Keywords: COVID-19; Pandemic news; Stock market; Liquidity;

How Do Political and Economic News Affect Emerging Markets? Evidence from Argentina and Turkey,
Zeynep Ãnder and Can Åimga-Mugan, in Emerging Markets Finance and Trade (2006)
Keywords: emerging markets, political and economic news, volatility and volume,

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis,
Rabah Arezki, Bertrand Candelon and Amadou Sy, from CESifo (2011)
Keywords: credit ratings, news, spillovers, financial markets

Media news and market expectations: Insights into the ECB's new data-dependent policy regime,
Catalin Dragomirescu-Gaina, Andrea Monticini and Francesco Salsano, in Economics Letters (2024)
Keywords: ECB communication; Media news; Market expectations;

Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News,
Fatih Ozatay, Erdal Ozmen and Gülbin Şahinbeyoğlu, from ERC - Economic Research Center, Middle East Technical University (2007)
Keywords: Bond spreads, Emerging markets, Macroeconomic news

Market Efficiency and News Dynamics: Evidence from International Equity Markets,
Thomas C. Chiang, in Economies (2019)
Keywords: efficient market; economic policy uncertainty; random walk; news; Asian market; G7 market

Impact of the domestic and the US macroeconomic news on the Romanian stock market,
Razvan Stefanescu, Ramona Dumitriu and Costel Nistor, from University Library of Munich, Germany (2011)
Keywords: Macroeconomic News Announcement, Romanian Stock Market, Financial Linkages

The direction of media influence: Real-estate news and the stock market,
Clive Walker, in Journal of Behavioral and Experimental Finance (2016)
Keywords: Media; Housing; News; Bubble; Stock market; Real-estate;

Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy,
Kun Li, in Journal of Behavioral and Experimental Finance (2018)
Keywords: Chinese stock market; Xiong’an New Area; News; Intra-day data;

Measuring news media sentiment using big data for Chinese stock markets,
Shulin Shen, Le Xia, Yulin Shuai and Da Gao, in Pacific-Basin Finance Journal (2022)
Keywords: China; News sentiment; Big data; Stock market; GDELT;

The role of news-based implied volatility among US financial markets,
Zhi Su, Tong Fang and Libo Yin, in Economics Letters (2017)
Keywords: News-based implied volatility; Financial markets; Long-term volatility; Predictability;

Heterogeneous impacts of climate change news on China's financial markets,
Dandan Ma, Yunhan Zhang, Qiang Ji, Wan-Li Zhao and Pengxiang Zhai, in International Review of Financial Analysis (2024)
Keywords: Climate change news; Text analysis; Connectedness network; Financial markets; VaR;

Has the Grexit news affected euro area financial markets?,
Wildmer Gregori and Agnese Sacchi, from Joint Research Centre, European Commission (2017)
Keywords: Grexit; financial markets; government bond; news; euro area; GARCH

Has the Grexit news affected euro area financial markets?,
Wildmer Daniel Gregori and Agnese Sacchi, in The North American Journal of Economics and Finance (2019)
Keywords: Grexit; Financial markets; Government bond; News; Euro area; GARCH;

Daily Stock Market Movements: From the Lens of News and Events,
Shahid Raza and M. Ali Kemal, from Pakistan Institute of Development Economics (2017)
Keywords: Stock Market, Finance, News Model, Pakistan Stock Exchange

Novel and topical business news and their impact on stock market activities,
Takayuki Mizuno, Takaaki Ohnishi and Tsutomu Watanabe, from University of Tokyo, Graduate School of Economics (2015)
Keywords: novelty; topicality; exogenous shocks; financial markets; business news;

Environmental news and stock markets performance: Further evidence for Argentina,
Mariana Conte Grand and Vanesa D'Elia, from Universidad del CEMA (2005)
Keywords: developing countries, environmental management, environmental news, capital markets, event study

Artificial intelligence, news sentiment, and property market liquidity,
Johannes Braun, Jochen Hausler and Wolfgang Schäfers, in Journal of Property Investment & Finance (2019)
Keywords: Artificial intelligence, Sentiment, Deep learning, Commercial real estate, Market liquidity, News analytics

Cryptocurrency Market: Overreaction to News and Herd Instincts,
Malkina, Marina (Малкина, Марина) and Ovchinnikov, Vyacheslav (Овчинников, Вячеслав), in Ekonomicheskaya Politika / Economic Policy (2020)
Keywords: cryptocurrencies, market (in)efficiency, overreaction to news, asymmetry effect, herding behavior, learning effect.

Financial markets with heterogeneous agents as nonlinear news filters,
Cees Diks, from Society for Computational Economics (2005)
Keywords: Heterogeneous agents; Financial markets; Continuous BeliefsSystems; Nonlinear Response; News Induced Endogenous Noise

Foreign News and Spillovers in Emerging European Stock Markets,
Evžen Kočenda and Jan Hanousek, from William Davidson Institute at the University of Michigan (2010)
Keywords: finance, intra-day data, macroeconomic news, European emerging stock markets,volatility

The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets,
Bernd Hayo and Ali Kutan, from University Library of Munich, Germany (2004)
Keywords: financial market behavior, financial market integration, stock market returns, bonds market returns, news, emerging markets, transition economies

The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets,
Bernd Hayo and Ali Kutan, from William Davidson Institute at the University of Michigan (2004)
Keywords: financial market behavior, financial market integration, stock market returns, bonds market returns, news, emerging markets, transition economie

News aggregators, volatility and the stock market,
Hans Byström, in Economics Bulletin (2009)
Keywords: news aggregator, volatility

News Aggregators, Volatility and the Stock Market,
Hans Byström, from Lund University, Department of Economics (2009)
Keywords: news aggregator; volatility

Is the Internet Bad News? The Online News Era and the Market for High-Quality News,
Paul Frijters and Malathi Velamuri, in Review of Network Economics (2010)
Keywords: news quality, internet, monopolies, search costs, advertising

Is the Internet Bad News? The Online News Era and the Market for High-Quality News,
Paul Frijters and Malathi Velamuri, from University Library of Munich, Germany (2009)
Keywords: News quality; Internet; Monopolies; Search Costs; Advertising

Market-specific news and its impact on forward premia on electricity markets,
Ewa Lazarczyk, in Energy Economics (2016)
Keywords: Intra-day electricity market; Forward premia; Market-specific news; Supply shocks;

News coverage vs sentiment: evaluating German residential real estate markets,
Franziska Ploessl and Tobias Just, in International Journal of Housing Markets and Analysis (2022)
Keywords: Textual analysis, News sentiment, News coverage, Word embeddings, Dictionary-based approach, Machine learning, Residential real estate markets

Generative AI and deceptive news consumption,
Luca Sandrini and Robert Somogyi, in Economics Letters (2023)
Keywords: Generative AI; News media market; Online advertising; Clickbait; Fake news;

Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets,
Paolo Pagnottoni, Alessandro Spelta, Nicolò Pecora, Andrea Flori and Fabio Pammolli, in Physica A: Statistical Mechanics and its Applications (2021)
Keywords: Statistical physics; Omori law; Bond markets; Stock markets; News; COVID-19;

Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets,
Diego Agudelo, Lina Cortés and Mateo Vasco, from Universidad EAFIT (2015)
Keywords: Informed trading; liquidity; news; emerging markets; market microstructure.

Time Scarcity and the Market for News,
Larbi Alaoui and Fabrizio Germano, from Barcelona School of Economics (2014)
Keywords: media competition, news ranking, political economy, scarcity of time

News sentiment and stock market volatility,
Yen-Ju Hsu, Yang-Cheng Lu and J. Jimmy Yang, in Review of Quantitative Finance and Accounting (2021)
Keywords: Volatility, GARCH model, Asymmetric effect, News sentiment, Macroeconomic news

Reporting for sale: the market for news coverage,
John Gasper, in Public Choice (2009)
Keywords: Political news, Spatial model, The media,

The impact of news, oil prices, and international spillovers on Russian financial markets,
Bernd Hayo and Ali Kutan, from University of Bonn, ZEI - Center for European Integration Studies (2002)
Keywords: financial market behavior, financial market integration, stock market returns, bonds market returns, news, emerging markets, transition economies

The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets,
Bernd Hayo and Ali Kutan, from University Library of Munich, Germany (2002)
Keywords: financial market behavior, financial market integration, stock market returns, bonds market returns, news, emerging markets, transition economies

Do international markets overreact? Event study: International market reaction to U.S. local news events,
Saud Asaad Al-Thaqeb, in Research in International Business and Finance (2018)
Keywords: Event study; U.S. local news; International stock markets;

Monetary Policy Announcements and Algorithmic News Trading in the Foreign Exchange Market,
Keiichi Goshima and Yusuke Kumano, in Monetary and Economic Studies (2019)
Keywords: Algorithmic trading; Monetary policy; Foreign exchange market; News trading; Market microstructure

Market Specific News and Its Impact on Electricity Prices – Forward Premia,
Ewa Lazarczyk, from Research Institute of Industrial Economics (2013)
Keywords: Intra-day electricity market; Forward premia; Market specific news; Supply shocks

Clustering asset markets based on volatility connectedness to political news,
Hooman Abdollahi, Juha Junttila and Heikki Lehkonen, in Journal of International Financial Markets, Institutions and Money (2024)
Keywords: Markets and media; Volatility connectedness; Market clustering; Political news; Large language model;

Language, news and volatility,
Hans Byström, in Journal of International Financial Markets, Institutions and Money (2016)
Keywords: News aggregator; Language; Volatility; Stock market; Chinese;

The digital transformation of news media and the rise of disinformation and fake news,
Bertin Martens, Luis Aguiar, Estrella Gómez-Herrera and Frank Muller, from Joint Research Centre (2018)
Keywords: fake news, disinformation, media industries, online news, multi-sided markets, news aggregators, social media

The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market,
Yongjie Zhang, Zuochao Zhang, Lanbiao Liu and Dehua Shen, in Physica A: Statistical Mechanics and its Applications (2017)
Keywords: Econophysics; Correlation analysis; Mass media; New media; Financial news; Stock market;

Novel and old news sentiment in commodity futures markets,
Yeguang Chi, Lina El-Jahel and Thanh Vu, in Energy Economics (2024)
Keywords: Commodity futures returns; News sentiment; Novel news; Old news;

Early News is Good News: The Effects of Market Opening on Market Volatility,
Giampiero Gallo and Pacini Barbara, in Studies in Nonlinear Dynamics & Econometrics (1998)
Keywords: volatility, GARCH models, news, persistence, forecasting

Local News Online: Aggregators, Geo-Targeting and the Market for Local News,
Lisa George and Christiaan Hogendorn, from Hunter College Department of Economics (2014)
Keywords: Communications, Media, Internet, News, Advertising

Which industries benefited from Trump environmental policy news? Evidence from industrial stock market reactions,
Gian-Luca Nerger, Toan Luu Duc Huynh and Mei Wang, in Research in International Business and Finance (2021)
Keywords: Environmental news; Industrial stock market reactions; Event study;

Inferring private information from online news and searches: Correlation and prediction in Chinese stock market,
Ruwei Zhao, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Private information; Baidu news; Baidu index; Prediction; Chinese stock market;