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Does Public Financial News Resolve Asymmetric Information?. (2010). Tetlock, Paul C..
In: Review of Financial Studies.
RePEc:oup:rfinst:v:23:y:2010:i:9:p:3520-3557.

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  4. What is behind housing sentiment?. (2024). Ayanso, Anteneh ; Sokolyk, Tatyana ; Biktimirov, Ernest N.
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  5. ESG reputation risks, cash holdings, and payout policies. (2024). Zhang, Qin ; Wong, Jin Boon.
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  6. Stealing the show: The negative effects of media coverage on peers’ stock liquidity. (2024). Xia, Jingjing.
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  7. Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang.
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  9. Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing.
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  12. Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying.
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  16. TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is. (2023). Naumer, Hans-Jorg.
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  17. Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling.
    In: International Review of Economics & Finance.
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  18. News tone, investor sentiment, and liquidity premium. (2023). Zhou, Ming ; Wu, Kai ; Liu, Jun.
    In: International Review of Economics & Finance.
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  19. COVID-19 related TV news and stock returns: Evidence from major US TV stations. (2023). Reichmann, Doron ; Moller, Rouven.
    In: The Quarterly Review of Economics and Finance.
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  20. Information network, public disclosure and asset prices. (2023). Zhou, Jing ; Zhao, Senyang ; Luo, Ronghua.
    In: Pacific-Basin Finance Journal.
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  21. Redrawing the line: Narrowly beating analyst forecasts and journalists’ co-coverage choices in earnings-related news articles. (2023). Xia, Jingjing.
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  22. IPO underpricing and limited attention: Theory and evidence. (2023). Sherman, Ann ; Zhang, Yong ; Lu, Ruichang ; Liu, Laura Xiaolei.
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  23. The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean.
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  24. Information shocks and investor underreaction: Evidence from the Bitcoin market. (2023). Shen, Dehua ; Goodell, John W ; Meng, Yongqiang.
    In: Finance Research Letters.
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  25. The bright side of analyst coverage on corporate innovation: Evidence from China. (2023). Wang, Yiru ; Zhang, Ping.
    In: International Review of Financial Analysis.
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  26. Information demand density matters: Evidence from the post-earnings announcement drift. (2023). Zhang, Yongjie ; Shen, Dehua ; Dowling, Michael ; Chu, Gang.
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  27. Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: International Review of Financial Analysis.
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  28. The impact of ESG news on the volatility of the Portuguese stock market—Does it change during recessions?. (2023). Catalolopes, Margarida ; Zanatto, Cassio ; Carrilhonunes, Ines ; Pina, Joaquim P.
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  32. Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression. (2022). Yu, Jiayi ; Jiang, Yanhui ; Hong, Yun ; Zhang, Feipeng.
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  33. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
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  34. News Selection and Asset Pricing Implications. (2022). Mondria, Jordi ; Martineau, Charles.
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  35. News Sentiment and the Risk of a Stock Price Crash Risk: Based on Financial Dictionary Combined BERT-DCA. (2022). Gherghina, Stefan Cristian ; Kong, Junhao ; Li, Shuyi.
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  36. Does social media distort price discovery? Evidence from rumor clarifications. (2022). Zhang, Jin ; Gao, YA ; Xiong, Xiong ; Wu, Chunying.
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  37. Media sentiment and cross-sectional stock returns in the Chinese stock market. (2022). , Wenze ; He, Feng ; Hao, Jing ; Du, Hanyu.
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  38. The role of different information sources in information spread: Evidence from three media channels in China. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying.
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  40. Media attention and agency costs: Evidence from listed companies in China. (2022). Zheng, Kaixin ; Liu, Qingfu ; Jin, Han ; An, Yunbi ; Bian, Yun.
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  41. Price discovery and liquidity recovery: Forex market reactions to macro announcements. (2022). Ito, Takatoshi ; Yamada, Masahiro.
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  42. News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. (2022). McCurdy, Thomas ; Zhao, Xiaofei ; Jeon, Yoontae.
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  43. Positive information shocks, investor behavior and stock price crash risk. (2022). Sensoy, Ahmet ; Wu, Yiyao ; Yao, Shouyu ; Nguyen, Duc Khuong ; Cui, Xin.
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  45. Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing.
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  46. It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads. (2022). Yurtoglu, Burcin ; Naumer, Hans-Jorg.
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  47. Media abnormal tone, earnings announcements, and the stock market. (2022). Bluteau, Keven ; Ardia, David ; Boudt, Kris.
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  48. The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang.
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  49. Capital market reactions to project finance loans. (2022). Tandja, Djerry C ; Power, Gabriel J ; Kammoun, Manel.
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  50. How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing.
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  51. The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui.
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  53. Effect of corporate disclosure and press media on market liquidity: Evidence from Japan. (2022). Moriyasu, Hiroshi ; Aman, Hiroyuki.
    In: International Review of Financial Analysis.
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  58. Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: Discussion Papers.
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  59. News sentiment and stock market volatility. (2021). Yang, Jimmy J ; Lu, Yang-Cheng ; Hsu, Yen-Ju .
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  60. Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis. (2021). Shen, Dehua ; Li, Xiao ; Chu, Gang ; Zhang, Yongjie.
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  61. Asymmetric Attention and Stock Returns. (2021). Wu, Thomas ; Mondria, Jordi ; Cziraki, Peter.
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  62. News-Induced Dynamic Networks for Market Signaling: Understanding the Impact of News on Firm Equity Value. (2021). Zhao, Leon J ; Luo, Peng ; Li, Xin ; Chen, Kun.
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  63. COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo. (2021). Wang, Zhuo ; Liu, Lanbiao ; Duan, Yuejiao.
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  64. Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun.
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  65. Individual investor ownership and the news coverage premium. (2021). Marmora, Paul.
    In: The Quarterly Review of Economics and Finance.
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  69. Calendar rotations: A new approach for studying the impact of timing using earnings announcements. (2021). Verdi, Rodrigo S ; So, Eric C ; Noh, Suzie.
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  71. Controlling shareholder share pledging and stock price crash risk: Evidence from China. (2021). Lyu, Huaili ; Yan, Ziqiao ; Li, Wanli ; Zhou, Jingting.
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  72. Dynamic measurement of news-driven information friction in Chinas carbon market: Theory and evidence. (2021). Xu, Tiantian ; Li, Houxuan ; Cao, Tingting ; Zhang, Heng-Guo.
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  73. News media and insider trading profitability: An emerging country perspective. (2021). Zhu, Pengcheng ; Huang, Hui ; Dutta, Shantanu ; Sun, Fangcheng.
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  74. The influence of the media on government decisions: Evidence from IPOs in China. (2021). Zhou, YI ; Shi, Haina ; Li, Yuanpeng.
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  75. Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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  76. Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

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  77. Stock Price Dynamics Surrounding Company-Specific Shocks. (2021). Kudryavtsev, Andrey.
    In: Economic Studies journal.
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  78. Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
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  79. News Classification using Support Vector Machine to Model and Forecast Volatility. (2020). Waititu, Anthony Gichuhi ; Ngunyi, Antony ; Kenyatta, Alpha Basweti.
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  80. Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time. (2020). Righi, Simone ; Biondi, Yuri.
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  81. Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). VORTELINOS, DIMITRIOS ; Floros, Christos ; Gkillas, Konstantinos ; Sariannidis, Nikolaos ; Garefalakis, Alexandros.
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  82. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro.
    In: NBER Working Papers.
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  83. First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz.
    In: CEPS Papers.
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  84. The impact of block trades on stock price synchronicity: Evidence from China. (2020). Zeng, Hongchao ; Wu, Qun ; Liu, Chunlin ; Song, Xuan ; Meng, Qingbin.
    In: International Review of Economics & Finance.
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  85. Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald.
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  86. Why does public news augment information asymmetries?. (2020). Crego, Julio A.
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    RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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  87. GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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  88. Market uncertainty and the importance of media coverage at earnings announcements. (2020). Green, Jeremiah ; Bonsall, Samuel B ; Muller, Karl A.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:69:y:2020:i:1:s016541011930059x.

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  89. Big data and algorithmic trading against periodic and tangible asset reporting: The need for U-XBRL. (2020). Vasarhelyi, Miklos A ; Pei, Duo.
    In: International Journal of Accounting Information Systems.
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  90. Media coverage and stock price synchronicity. (2020). Dang, Man ; Phan, Hoanglong ; Nguyen, Lily ; Hoang, Luong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521919300389.

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  91. Biased information weight processing in stock markets. (2020). Langer, Thomas ; Mohrschladt, Hannes.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:57:y:2020:i:c:p:89-106.

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  92. When is a MAX not the MAX? How news resolves information uncertainty. (2020). Bell, Adrian ; Brooks, Chris ; Tao, Ran.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:57:y:2020:i:c:p:33-51.

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  93. News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760.

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  94. Do corporate press releases drive media coverage?. (2020). Walker, Martin ; Stathopoulos, Konstantinos ; Tsileponis, Nikolaos.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:52:y:2020:i:2:s0890838920300019.

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  95. Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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  96. Influence of media coverage and sentiment on seasoned equity offerings. (2020). Guo, Jie ; Wang, Jiaguo ; Zhou, YI ; Sun, JI.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:s1:p:557-585.

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  97. News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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  98. Media-expressed tone, Option Characteristics, and Stock Return Predictability. (2019). Liu, Yanchu ; Hardle, Wolfgang Karl ; Fengler, Matthias R ; Chen, Cathy Yi-Hsuan.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2019015.

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  99. Skin in the game: personal stock holdings and investors’ response to stock analysis on social media. (2019). Deangelis, Matthew D ; Campbell, John L ; Moon, James R.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:3:d:10.1007_s11142-019-09498-9.

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  100. The role of the business press in the pricing of analysts’ recommendation revisions. (2019). Drake, Michael ; Ahn, Minkwan ; Stice, Han ; Kyung, Hangsoo.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:1:d:10.1007_s11142-019-9485-3.

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  101. Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance. (2019). Massa, Massimo ; Gaspar, Sergio ; Chuprinin, Oleg.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1430-1453.

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  102. How news and its context drive risk and returns around the world. (2019). Mamaysky, Harry ; Calomiris, Charles W.
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    RePEc:eee:jfinec:v:133:y:2019:i:2:p:299-336.

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  103. News media coverage and corporate leverage adjustments. (2019). Dang, Tung ; Zhang, Bohui ; Nguyen, Lily ; Moshirian, Fariborz.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302419.

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  104. Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick.
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    RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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  105. Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Gao, Lin ; Brandt, Michael W.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

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  106. How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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  107. Holiday Effect on Large Stock Price Changes. (2019). Kudryavtsev, Andrey.
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  108. THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey.
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    RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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  109. Do Chinese Internet Users Exist Heterogeneity in Search Behavior?. (2019). Li, Qian ; Liu, Shi-Yuan ; Han, Ren-Jie.
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  110. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Liu, Yanchu ; Hardle, Wolfgang Karl ; Fengler, Matthias R ; Chen, Cathy Yi-Hsuan.
    In: IRTG 1792 Discussion Papers.
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  111. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan.
    In: Economics Working Paper Series.
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  112. Social media bots and stock markets. (2018). Tran, Vu ; Talavera, Oleksandr ; Fan, Rui.
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  113. Capital market effects of media synthesis and dissemination: evidence from robo-journalism. (2018). Dehaan, ED ; Blankespoor, Elizabeth ; Zhu, Christina.
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    RePEc:spr:reaccs:v:23:y:2018:i:1:d:10.1007_s11142-017-9422-2.

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  114. Information: Hard and Soft. (2018). Petersen, Mitchell ; Liberti, Jose.
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  115. How News and Its Context Drive Risk and Returns Around the World. (2018). Calomiris, Charles ; Mamaysky, Harry.
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  116. Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri.
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  117. How does the stock market absorb shocks?. (2018). Frank, Murray ; Sanati, Ali.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:136-153.

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  118. The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Frino, Alex ; Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga.
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    RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

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  119. Herding in analysts’ recommendations: The role of media. (2018). Frijns, Bart ; Huynh, Thanh D.
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    RePEc:eee:jbfina:v:91:y:2018:i:c:p:1-18.

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  120. Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R.
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    RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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  121. Discussion of “earnings announcement promotions: A Yahoo Finance field experiment”. (2018). Engelberg, Joseph.
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  122. Rumor rationales: The impact of message justification on article credibility. (2018). Betton, Sandra ; Walker, Thomas ; Davis, Frederick.
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  123. Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns. (2018). So, Eric C ; Johnson, Travis L.
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    RePEc:bla:joares:v:56:y:2018:i:1:p:217-263.

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  124. Carbon risk, cost of debt financing and the moderation effect of media attention: Evidence from Chinese companies operating in high‐carbon industries. (2018). Zhang, Tao ; Zhou, Zhifang ; Chen, Xiaohong ; Zeng, Huixiang ; Wen, Kang.
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  125. News-based trading strategies. (2018). Prendinger, Helmut ; Feuerriegel, Stefan.
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  126. Essays in financial intermediation and political economy. (2017). Luo, Mancy .
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  127. Public re-release of going-concern opinions and market reaction. (2017). Khan, Sarfraz A ; Nwaeze, Emeka T ; Lobo, Gerald.
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  128. Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey.
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  129. Does Information Intensity Matter for Stock Returns? Evidence from Form 8-K Filings. (2017). Zhao, Xiaofei.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:5:p:1382-1404.

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  130. Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market. (2017). Aman, Hiroyuki ; Moriyasu, Hiroshi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:660-676.

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  131. The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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  132. Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing .
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    RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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  133. Information Shocks and Short-Term Market Underreaction. (2017). Jiang, George J ; Zhu, Kevin X.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:43-64.

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  134. Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien.
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    RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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  135. Investment strategies, reversibility, and asymmetric information. (2017). Shibata, Takashi ; Cui, Xue.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:263:y:2017:i:3:p:1109-1122.

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  136. Informativeness of the market news sentiment in the Taiwan stock market. (2017). Hsu, Yen-Ju ; Chen, Jen-Nan ; Wei, Yu-Chen ; Lu, Yang-Cheng.
    In: The North American Journal of Economics and Finance.
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  137. Why Do Short Sellers Like Qualitative News?. (2017). Massa, Massimo ; Chuprinin, Oleg ; von Beschwitz, Bastian.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:52:y:2017:i:02:p:645-675_00.

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  138. Much Ado About Nothing: Is the Market Affected by Political Bias?. (2017). Manconi, Alberto ; Luo, Mancy ; Massa, Massimo.
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  139. How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:016990.

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  140. How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A.
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  141. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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  142. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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  143. News Articles and Equity Trading. (2017). Obizhaeva, Anna ; Sinha, Nitish Ranjan ; Kyle, Albert S ; Tuzun, Tugkan.
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  144. News Articles and Equity Trading. (2017). Tuzun, Tugkan ; Sinha, Nitish Ranjan ; Obizhaeva, Anna ; Kyle, Albert S.
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  145. Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing.
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  146. Financial media, price discovery, and merger arbitrage. (2016). Zechner, Josef ; Buehlmaier, Matthias ; Matthias, .
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  147. An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K.
    In: Documentos de Trabajo del ICAE.
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  148. An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K.
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  149. Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang.
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  150. The Intraday Market Liquidity of Japanese Government Bond Futures. (2016). Be, Toshiaki Watana ; Tsuchida, Naoshi ; Yoshiba, Toshinao ; Watanabe, Toshiaki.
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  151. An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, A K.
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  152. Can information be locked up? Informed trading ahead of macro-news announcements. (2016). Tang, Yuehua ; Hu, Jianfeng ; Bernile, Gennaro.
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    RePEc:eee:jfinec:v:121:y:2016:i:3:p:496-520.

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  153. Adjusting to The Information Environment: News Tangibility and Mutual Fund Performance. (2016). Chuprinin, Oleg ; Gaspar, Sergio ; Massa, Massimo.
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  154. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment. (2016). Koudijs, Peter.
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  155. Those Who Know Most: Insider Trading in Eighteenth-Century Amsterdam. (2015). Koudijs, Peter.
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  156. Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K.
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  157. Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K.
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  158. THE IMPACT OF FINANCIAL NEWS AND PRESS FREEDOM ON ABNORMAL RETURNS AROUND EARNINGS ANNOUNCEMENT PERIODS IN THE SHANGHAI, SHENZHEN AND TAIWAN STOCK MARKETS. (2015). Wei, Yu-Chen ; Lin, I-Chi ; Lu, Yang-Cheng.
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  159. Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time. (2015). Righi, Simone ; Biondi, Yuri.
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  160. Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches. (2015). Wu, Jing ; Deng, Yongheng.
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  161. Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?. (2015). Levi, Shai ; Zhang, Xiao-Jun.
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  162. Why Do Short Sellers Like Qualitative News?. (2015). Massa, Massimo ; Chuprinin, Oleg ; von Beschwitz, Bastian.
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  163. Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, A K.
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  164. The effects and applicability of financial media reports on corporate default ratings. (2015). Chang, Tsang-Yao ; Wei, Yu-Chen ; Lu, Yang-Cheng.
    In: International Review of Economics & Finance.
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  165. Are institutions informed about news?. (2015). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry.
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  166. Commonality in news around the world. (2015). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz .
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  167. News volume information: Beyond earnings forecasting in a global stock selection model. (2015). Gillam, Robert A. ; Cahan, Rochester ; Guerard, John B..
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  168. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben .
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    RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

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  169. Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:12-26.

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  170. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai.
    In: International Review of Financial Analysis.
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  171. The Governance Effect of the Medias News Dissemination Role: Evidence from Insider Trading. (2015). Dai, Lili ; Zhang, Bohui ; Parwada, Jerry T.
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  172. The Long-Run Role of the Media: Evidence from Initial Public Offerings. (2014). Liu, Laura Xiaolei ; Zhang, Yong ; Sherman, Ann E.
    In: Management Science.
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  174. Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Soltes, Eugene ; Solomon, David H. ; Sosyura, Denis .
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  175. Differences in the information environment prior to seasoned equity offerings under relaxed disclosure regulation. (2014). White, Joshua ; Clinton, Sarah B. ; Woidtke, Tracie .
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  176. Level shifts in stock returns driven by large shocks. (2014). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George.
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  180. Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis. (2013). Casarin, Roberto ; Squazzoni, Flaminio.
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  181. Those Who Know Most: Insider Trading in 18th c. Amsterdam. (2013). Koudijs, Peter.
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  184. The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading. (2013). Yamada, Takeshi ; Shen, Jianfeng ; Sankaraguruswamy, Srinivasan .
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  186. How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin.
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  189. Financial press and stock markets in times of crisis. (2012). Casarin, Roberto ; Squazzoni, Flaminio.
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  192. Stock returns after major price shocks: The impact of information. (2012). Savor, Pavel.
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  194. The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
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  195. The role of the media in a bubble. (2012). Walker, Clive ; Turner, John ; Campbell, Gareth.
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  196. And Now, The Rest of the News: Volatility and Firm Specific News Arrival. (2012). Lunde, Asger ; Engle, Robert ; Hansen, Martin Klint .
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  197. Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets. (2011). Graf, Ferdinand .
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