Concept

News analytics

OpenAlex ID: C103648661

No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns

1991 · John Campbell, Ludger Hentschel · National Bureau of Economic Research · 642

PDF

When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

2010 · Axel Groß-Klußmann, Nikolaus Hautsch · Journal of Empirical Finance · 268

Trading Strategies to Exploit Blog and News Sentiment

2010 · Wenbin Zhang, Steven Skiena · Proceedings of the International AAAI Conference on Web and Social Media · 251

PDF

Business News and Business Cycles

2024 · LELAND BYBEE, BRYAN KELLY, et al. · The Journal of Finance · 225

Which News Moves Stock Prices? A Textual Analysis

2013 · Jacob Boudoukh, Ronen Feldman, et al. · National Bureau of Economic Research · 220

PDF

The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'

2003 · John H. Boyd, Jian Hu, et al. · SSRN Electronic Journal · 214

Information, Trading, and Volatility: Evidence from Firm-Specific News

2018 · Jacob Boudoukh, Ronen Feldman, et al. · Review of Financial Studies · 197

Rethinking news values: What a discursive approach can tell us about the construction of news discourse and news photography

2015 · Helen Caple, Monika Bednarek · Journalism · 192

News or Noise? Using Twitter to Identify and Understand Company‐specific News Flow

2014 · Timm O. Sprenger, Philipp G. Sandner, et al. · Journal of Business Finance &amp Accounting · 170

The Handbook of News Analytics in Finance

2011 · Gautam Mitra, Leela Mitra · Wiley eBooks · 150

Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil

2019 · Michael W. Brandt, Lin Gao · Journal of Empirical Finance · 137

Voices and values in the news: News media talk, news values and attribution

2015 · Monika Bednarek · Discourse Context & Media · 136

Media Content and Stock Returns: The Predictive Power of Press

2015 · Nicky J. Ferguson, Dennis Philip, et al. · Multinational Finance Journal · 105

PDF

An Automated Framework for Incorporating News into Stock Trading Strategies

2013 · Wijnand Nuij, Viorel Milea, et al. · IEEE Transactions on Knowledge and Data Engineering · 100

Institutional Trading around Corporate News: Evidence from Textual Analysis

2019 · Alan Guoming Huang, Hongping Tan, et al. · Review of Financial Studies · 98

Forecasting movements of health-care stock prices based on different categories of news articles using multiple kernel learning

2016 · Yauheniya Shynkevich, T.M. McGinnity, et al. · Decision Support Systems · 87

Text Opinion Mining to Analyze News for Stock Market Prediction

2014 · Yoosin Kim, Seung Ryul Jeong, et al. · 72

Leveraging State-of-the-Art Topic Modeling for News Impact Analysis on Financial Markets: A Comparative Study

2023 · Weisi Chen, Fethi Rabhi, et al. · Electronics · 69

PDF

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

2005 · Hanno Lustig, Stijn Van Nieuwerburgh · National Bureau of Economic Research · 65

PDF

Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News

2018 · Qikai Liu, Xiang Cheng, et al. · ACM International Conference on Information and Knowledge Management (CIKM) · 60

Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry

2015 · Souza, Thársis Tuani Pinto, Kolchyna, Olga, et al. · RePEc: Research Papers in Economics · 58

PDF

First to “Read” the News: News Analytics and Algorithmic Trading

2019 · Bastian von Beschwitz, Donald B Keim, et al. · The Review of Asset Pricing Studies · 55

Macroeconomic News and Stock Returns in the United States and Germany

2006 · Norbert Funke, Akimi Matsuda · German Economic Review · 54

The Silent Partner: News Agencies and 21st Century News

2011 · Jane Johnston, Susan Forde · International journal of communication · 53

PDF

Option Trading Activity, News Releases, and Stock Return Predictability

2014 · David Weinbaum, Andrew Fodor, et al. · Management Science · 52

Works count: 3,013

Citation count: 6,483