The Incremental Information Content of Tone Change in Management Discussion and Analysis

By Ronen Feldman, S. Govindaraj, Joshua Livnat, Benjamin Segal. 2008

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Di Wu
2. Narasimhan Jegadeesh
3. Turan G. Bali
4. Mark Grinblatt
5. Amit Goyal
6. Camila C. Pereira
7. Kewei Hou
8. Tarun Chordia

Citations in the corpus

• Textual Sentiment in Finance: A Survey of Methods and Models (2014, neutral): “Engelberg (2008), Feldman et al. (2008), Henry (2008), Henry and Leone (2009), Doran et al. (2010), Davis et al. (2011), Davis and Tama-Sweet (2011), Demers and Vega (2011), Huang et al. (2011), Loughran and McDonald (2011a, 2011b), Davis et al. (2012), Jegadeesh and Wu (2012), Price et al. (2012),…”
• How are Shorts Informed? Short Sellers, News, and Information Processing (2012, result): “(2008), Engelberg (2008), Demers and Vega (2008), and Feldman et al. (2009) all show that the content of corporate news predicts returns, which is consistent with the view that”
• Word Power: A New Approach for Content Analysis (2013, background): “For example, Tetlock (2007), Tetlock et al. (2008), Feldman et al. (2010) and Loughran and McDonald (2011) examine how the market reacts to the tone of newspaper articles and statutory filings.”