8. The impact of news flow on asset returns: An empirical study

  1. Gautam Mitra and
  2. Leela Mitra
  1. Andy Moniz,
  2. Gurvinder Brar,
  3. Christian Davies and
  4. Adam Strudwick

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467411.ch8

The Handbook of News Analytics in Finance

The Handbook of News Analytics in Finance

How to Cite

Moniz, A., Brar, G., Davies, C. and Strudwick, A. (2011) The impact of news flow on asset returns: An empirical study, in The Handbook of News Analytics in Finance (eds G. Mitra and L. Mitra), John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467411.ch8

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 16 MAY 2011

ISBN Information

Print ISBN: 9780470666791

Online ISBN: 9781118467411

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Keywords:

  • momentum strategies;
  • equity investors;
  • analyst forecasts;
  • market prices;
  • higher frequency information

Summary

This chapter contains sections titled:

  • Background and literature review

  • Aspects of news flow datasets

  • Understanding news flow datasets

  • Does news flow matter?

  • News flow and analyst revisions

  • Designing a trading strategy

  • Summary and discussions