文件与报告库

Media Sentiment and International Asset Prices (英语)

摘要

This paper assesses the impact of media sentiment on international equity prices using a dataset of more than 4.5 million Reuters articles published across the globe between 1991 and 2015. Media sentiment robustly predicts daily returns in both advanced...  更多显示

详细

  • Fraiberger, Samuel Paul; Lee, Do; Puy, Damien; Rancier, Romain;
  • 2018/11/19 08:56:03
  • 政策研究工作报告;
  • WPS8649
  • 1
  • 1
  • 世界
  • 世界各地区
  • 2018/12/04 15:13:12
  • Disclosed
  • Media Sentiment and International Asset Prices
更多显示

下载

英语全部报告

正式文件版本(可能有签字)