A new publication is available. What effect does a financial news article have on stock price? To answer this question we investigate stock price movements within the minutes following financial news releases, broken down by media outlet, time of release and article sentiment. Our data shown a Sharpe ratio (a measure for calculating risk-adjusted return) …
October 2018 archive
Contact Info
CS Dept - COB 315.05
University of Texas at Tyler
Tyler, TX 75799