Media Sentiment and International Asset Prices /
We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets, even after controlling for known determinants of...
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| Otros Autores: | , , |
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2018.
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| Colección: | IMF Working Papers; Working Paper ;
No. 2018/274 |
| Acceso en línea: | Full text available on IMF |