The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

1.B REFERENCES


Antweiler W.; Frank M. (2004) ‘‘Is all that talk just noise? The information content of stock
message boards,’’Journal of Finance, 59 (3).
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investment,’’Quarterly Journal of Economics, 116 (1), 261–292.
Barber B.M.; Odean T. (2008) ‘‘All that glitters: The effect of attention and news on the buying
behavior of individual and institutional investors,’’Review of Financial Studies, 21 (2), 785–818
(updated in this volume: see Chapter 7).
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the rate at which markets reflect new information,’’ in J. Knight and S. Satchell (Eds.),Linear
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Dzielinski M.; Rieger M.O.; Talpsepp T. (this volume) ‘‘Volatility, asymmetry, news, and private
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Ederington L.H.; Lee J.H. (1993) ‘‘How markets process information: News releases and
volatility,’’Journal of Finance, 48 ,1161–1191.
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36 The Handbook of News Analytics in Finance

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