The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

Tetlock P.; Saar-Tsechansky M.; Macskassy S. (2008) ‘‘More than words: Quantifying language
(in news) to measure firms’ fundamentals,’’Journal of Finance, 63 (June), 1437–1467. Earlier
version available at SSRN:http://ssrn.com/abstract=923911
Tufte E.R. (2001)Visual Display of Quantitative Information(Second Edition), Graphics Press.
Available athttp://www.edwardtufte.com/tufte/books_vdqi
Tukey J.W. (1977)Exploratory Data Analysis, Addison-Wesley, Reading, MA.


172 News and abnormal returns

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