Media Content and Stock Returns: The Predictive Power of Press

By Nicky J. Ferguson, Dennis Philip, Herbert Y. T. Lam, J. Guo, Nick Baltas, E. Black, Jinghan Cai, Changyu Wang, Luigi Zingales. 2015

How researchers see this paper

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

1. Camila C. Pereira

Citations in the corpus

• Textual Sentiment in Finance: A Survey of Methods and Models (2014, neutral): “Ferguson et al. (2012) conclude that high-attention news (both positive and negative) affects subsequent trading period returns.”
• Textual analysis in finance (2019, background): “Since its release, the finance literature widely explores their dictionary (Garćıa, 2013; Liu and McConnell, 2013; Ferguson et al., 2015; Agarwal et al., 2016; Tsai et al., 2016; Bajo and Raimondo, 2017; Fraiberger et al., 2018).”