The Information Content of FOMC Minutes

By Ellyn R. Boukus, Joshua V. Rosenberg. 2006

142 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0884cca990fdc502cb5465e968ec4d86768a8941

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In Artificial Intelligence

Citations in the corpus

Monetary policy uncertainty (2017, unknown): “[13] Boukus, Ellyn, and Rosenberg, Joshua.”
The long-run information effect of central bank communication (2019, unknown): “Boukus and Rosenberg (2006) and Hendry and Madeley (2010) use LSA to assess the market impact of Fed and Bank of Canada communications, respectively, but do not propose tests for the information effect.”
Text-Based Network Industries and Endogenous Product Differentiation (2016, background): “…contexts, papers such as Antweiler and Frank (2004), Tetlock (2007), Tetlock, Saar-Tsechanksy, and Macskassy (2008), Loughran and McDonald (2010), Li (2006) and Boukus and Rosenberg (2006) examine the relation between the types of words in news stories and bulletin boards and stock price movements.”
Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis (2010, unknown): “Outside of corporate finance, other studies that use textbased analysis to study the role of the media in stock price formation include those by Tetlock (2007), Macskassy, Saar-Tsechansky, and Tetlock (2008), Li (2006), and Boukus and Rosenberg (2006).”
Litigation Risk, Strategic Disclosure and the Underpricing of Initial Public Offerings (2012, background): “In other contexts, papers such as Antweiler and Frank (2004), Tetlock (2007), Tetlock, Saar-Tsechanksy, and Macskassy (2008), Li (2006), Boukus and Rosenberg (2006), and Loughran and McDonald (2011) find word content to be informative in predicting stock price movements.”