SSRNLLMs & Text
When Does Bad News Cause Mispricing? A Historical View
The research suggests that news media sentiment can predict returns during periods of high volatility, low returns, high economic policy uncertainty, and heavily skewed returns.
Featured in No. 13 on 24 Aug 2023 · 6 days after release · 0 citations today
- Released
- 18 Aug 2023
- First featured
- No. 13 · 24 Aug 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 27
- Identifier
- SSRN 4544851
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