Are Institutions Informed About News
By Terrence Hendershott, Dmitry Livdan, N. Schürhoff. 2015
255 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/6080cc94bf9cb70b03ac1523f700e70ed57867fe
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Citations in the corpus
- Textual analysis in finance (2019, background): “For example, to study the relation between sentiment in the news and stock returns (Heston and Sinha, 2017), gold futures market (Smales, 2015) and institutional trading (Hendershott et al., 2015).”
- What Is the Optimal Trading Frequency in Financial Markets (2017, methodology): “Using the Reuters News Analytics database from 2003 to 2005, Hendershott, Livdan, and Schürhoff (2015) enumerate the number of news articles that are related to various topics, ranging from macroeconomic conditions (e.g., unemployment) to firm-specific news (e.g., earnings).”
- Natural language processing (NLP) in management research: A literature review (2020, unknown): “…of news’ and announcements’ linguistics features in terms of tone, sentiment, frequency, and unusualness (entropy) of word flow on market reaction and corporate sales or opposite causality (Calomiris and Mamaysky, 2019; Froot, Kang, Ozik, & Sadka, 2017; Hendershott, Livdan, & Schürhoff, 2015).”