Are Oil Price News Headlines Statistically and Economically Significant for Investors?
暂无分享,去创建一个
[1] Gene Birz,et al. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage , 2011 .
[2] C. Roush. The Markets and the Media: Business News and Stock Market Movements , 2006 .
[3] S. Davis,et al. Measuring Economic Policy Uncertainty , 2013 .
[4] P. Narayan,et al. A Random Coefficient Approach to the Predictability of Stock Returns in Panels , 2015 .
[5] M. Flannery,et al. Macroeconomic Factors Do Influence Aggregate Stock Returns , 2002 .
[6] Thomas Oberlechner,et al. Information sources, news, and rumors in financial markets: Insights into the foreign exchange market , 2004 .
[7] M. Arouri,et al. Does crude oil move stock markets in Europe? A sector investigation ☆ , 2011 .
[8] George Filis,et al. Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty , 2013 .
[9] Tomáš Dvořák,et al. Do Domestic Investors Have an Information Advantage? Evidence from Indonesia , 2005 .
[10] Douglas T. Breeden. An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities , 1979 .
[11] Sofus A. Macskassy,et al. More than Words: Quantifying Language to Measure Firms' Fundamentals the Authors Are Grateful for Assiduous Research Assistance from Jie Cao and Shuming Liu. We Appreciate Helpful Comments From , 2007 .
[12] Sheridan Titman,et al. On Persistence in Mutual Fund Performance , 1997 .
[13] I.K.M. Mokhtarul Wadud,et al. Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective , 2013 .
[14] Paresh Kumar Narayan,et al. Stock return forecasting: Some new evidence , 2015 .
[15] Alexander Dyck. The Media and Asset Prices , 2004 .
[16] Gur Huberman,et al. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar , 2001 .
[17] Tomasz Piotr Wisniewski,et al. Article in Press Journal of Economic Behavior & Organization the Role of Media in the Credit Crunch: the Case of the Banking Sector , 2022 .
[18] S. Ross,et al. Economic Forces and the Stock Market , 1986 .
[19] Guofu Zhou,et al. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy , 2009 .
[20] Allan Timmermann,et al. Do Return Prediction Models Add Economic Value , 2012 .
[21] Susan Sunila Sharma,et al. Oil price and stock returns of consumers and producers of crude oil , 2015 .
[22] Paul C. Tetlock,et al. All the News That's Fit to Reprint: Do Investors React to Stale Information? , 2010 .
[23] W. Fuller,et al. Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .
[24] Joakim Westerlund,et al. Does the choice of estimator matter when forecasting returns , 2012 .
[25] Joseph Engelberg,et al. The Causal Impact of Media in Financial Markets , 2009 .
[26] Paul C. Tetlock. Giving Content to Investor Sentiment: The Role of Media in the Stock Market , 2005, The Journal of Finance.
[27] Tarun Chordia,et al. Predicting Stock Returns , 2005 .
[28] E. Fama,et al. Risk, Return, and Equilibrium: Empirical Tests , 1973, Journal of Political Economy.
[29] W. Torous,et al. Do industries lead stock markets , 2007 .
[30] W. S. Chan,et al. Stock Price Reaction to News and No-News: Drift and Reversal after Headlines , 2001 .
[31] Seema Narayan,et al. Psychological Oil Price Barrier and Firm Returns , 2014 .
[32] Joel Peress,et al. Media Coverage and the Cross-Section of Stock Returns , 2008 .
[33] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[34] David H. Solomon,et al. Selective Publicity and Stock Prices , 2010 .
[35] Irrational Exuberance. Irrational exuberance? , 2006, Nature Biotechnology.
[36] Kent D. Daniel,et al. Presentation Slides for 'Investor Psychology and Security Market Under and Overreactions' , 1998 .
[37] Susan Sunila Sharma,et al. Firm return volatility and economic gains: The role of oil prices , 2014 .
[38] Frank T. Magiera,et al. Macroeconomic Factors Do Influence Aggregate Stock Returns , 2002 .
[39] Jay Shanken,et al. Intertemporal asset pricing: An Empirical Investigation , 1990 .
[40] Paul C. Tetlock. Does Public Financial News Resolve Asymmetric Information? , 2010 .
[41] W. Fuller,et al. LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT , 1981 .
[42] Ben Jacobsen,et al. Striking Oil: Another Puzzle? , 2003 .
[43] S. B. Thompson,et al. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? , 2008 .
[44] P. Moya-Martínez,et al. Oil price risk in the Spanish stock market: An industry perspective , 2014 .
[45] Charles M. Jones,et al. OIL AND THE STOCK MARKETS , 1996 .
[46] Alexander W. Butler,et al. Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value , 2011 .
[47] Eugene F. Soltes. News dissemination and the impact of the business press , 2009 .
[48] Wensheng Kang,et al. Oil shocks, policy uncertainty and stock market return , 2013 .
[49] Jay Shanken. On the Estimation of Beta-Pricing Models , 1992 .
[50] E. Fama,et al. Common risk factors in the returns on stocks and bonds , 1993 .
[51] Welch Bl. THE GENERALIZATION OF ‘STUDENT'S’ PROBLEM WHEN SEVERAL DIFFERENT POPULATION VARLANCES ARE INVOLVED , 1947 .
[52] Susan Sunila Sharma,et al. New evidence on oil price and firm returns , 2011 .
[53] Victor Niederhoffer,et al. The Analysis of World Events and Stock Prices , 1971 .
[54] R. C. Merton,et al. AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL , 1973 .
[55] Wensheng Kang,et al. Structural oil price shocks and policy uncertainty , 2013 .