How news affects sectoral stock prices through earnings expectations and risk premia
Year of publication: |
2020
|
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Authors: | Hvid, Anna Kirstine ; Kristiansen, Kristian Loft |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Text analysis | news sentiment | stock returns | equity risk premia | Dividend Discount Models |
Series: | ECB Working Paper ; 2493 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-4410-6 |
Other identifiers: | 10.2866/688016 [DOI] 1741199247 [GVK] hdl:10419/229107 [Handle] RePEc:ecb:ecbwps:20202493 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2020)
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Time-variation in the impact of news sentiment
Smales, Lee A., (2015)
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Liquidity Shocks and Stock Market Reactions
Bali, Turan G., (2013)
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How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2021)
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How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2021)
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How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2020)
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