All the News That's Fit to Reprint: Do Investors React to Stale Information?
By Paul C. Tetlock. 2011
154 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/33a136198b600f73e204c17d09d9a716accabc82
Citations in the corpus
- Who Writes the News? Corporate Press Releases During Merger Negotiations (2014, unknown): “Several studies show that even stale news, if widely publicized, can dramatically raise short-term returns (Huberman and Regev, 2001) and influence prices of large and widely-followed stocks in the S&P 500 (Tetlock, 2008).”
- Social Media Sentiment in International Stock Returns and Trading Activity (2020, unknown): “In the literature, commonly the impacts of traditional media or news tone is investigated as the frequency of negative words used in an article (Tetlock, Saar-Tsechansky, and Macskassy 2008; Tetlock 2011).”
- Media Makes Momentum (2014, unknown): “In later parts of the paper, we discuss to what extent alternative momentum theories, such as the ones of Lee and Swaminathan (2000) or Tetlock (2011), may be able to explain our results as well.”
- Does Public Financial News Resolve Asymmetric Information (2010, unknown): “(2008), andTetlock (2010) because it compares high-frequency return rever-”
- The Media and Mispricing: The Role of the Business Press in the Pricing of Accounting Information (2014, unknown): “particularly when the news is bad, and Vega (2006) finds that firms with higher levels of recent press coverage experience greater post-earnings announcement drift.”
- Can Facebook Predict Stock Market Activity (2013, unknown): “I can also rule out the alternative hypothesis that GNH serves a proxy for stale information, which has been already incorporated into stock prices (Tetlock, 2010).”
- Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance? (2014, unknown): “(JEL G11, G20, G23) Recent literature provides increasing evidence that the mass media’s coverage of individual stocks can influence individual investors’ trading behavior (see, e.g., Barber and Odean 2008; Da et al. 2011; Engelberg and Parsons 2011; Tetlock 2011).”