October 2018 archive

CIIMA paper – A Descriptive Analysis of Abnormal Stock Price Movement Following Financial News Article Release

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) …

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