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The effect of macroeconomic news on stock returns: New evidence from newspaper coverage 总被引:1,自引:0,他引:1
Previous literature has produced weak evidence to support the hypothesis that real economic news affects stock returns. This is, in part, attributed to the difficulty of measuring how investors interpret macroeconomic announcements in different economic environments. In this paper, we choose a different approach of measuring macroeconomic news to better estimate its effect on stock returns. Since newspaper stories provide an interpretation of the statistical releases, we choose newspaper stories as our measure of news. Our findings indicate that news about GDP and unemployment does affect stock returns. 相似文献
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Birz Gene Devos Erik Dutta Sandip Nguyen Khoa Tsang Desmond 《Review of Quantitative Finance and Accounting》2022,59(3):995-1018
Review of Quantitative Finance and Accounting - The Real Estate Investment Trust (REIT) market has become an increasingly important vehicle for alternative investment for equity investors. While... 相似文献
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