Documents & Reports

Media Sentiment and International Asset Prices (English)

Abstract

This paper assesses the impact of media sentiment on international equity prices using a dataset of more than 4.5 million Reuters articles published across the globe between 1991 and 2015. Media sentiment robustly predicts daily returns in both advanced...  See More +

Details

  • Fraiberger, Samuel Paul; Lee, Do; Puy, Damien; Rancier, Romain;
  • 2018/11/19 08:56:03
  • Policy Research Working Paper;
  • WPS8649
  • 1
  • 1
  • World
  • The World Region
  • 2018/12/04 15:13:12
  • Disclosed
  • Media Sentiment and International Asset Prices
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