The Wiley Finance Series : Handbook of News Analytics in Finance

The effect of attention and news on the buying behavior of individual and institutional investors 189

5

4.09



3.57



4.37



14.36



0.6



3.68

9.84

7.02

9.20

3.69

11.56

2.62

(0.41)

(0.61)

(0.95)

(0.88)

(0.89)

(1.40)

(0.86)

(1.24)

(1.29)

(1.74)

(1.11)

(1.63)

6

3.73



4.18



3.95



14.98



0.99



3.68

11.07

8.97

9.03

3.52

18.12

9.62

(0.42)

(0.62)

(1.00)

(0.95)

(0.82)

(1.38)

(0.93)

(1.28)

(1.81)

(2.22)

(1.34)

(1.92)

7

2.02



7.02



0.07



15.23



1.77



3.29

15.56

16.36

10.61

1.77

15.39

4.18

(0.44)

(0.64)

(0.91)

(1.12)

(0.82)

(1.28)

(0.75)

(0.99)

(1.18)

(1.55)

(0.96)

(1.36)

8

1.82



8.62

2.21



15.85



1.53



4.0

19.31

25.22

7.92

0.96

14.00

1.10

(0.42)

(0.62)

(0.84)

(0.98)

(0.82)

(1.27)

(0.74)

(0.99)

(1.06)

(1.45)

(0.88)

(1.30)

9

6.67



4.83

6.54



12.80

0.55



0.79

22.69

32.44

4.30



6.06

12.99



1.70

(0.43)

(0.62)

(0.88)

(1.08)

(0.73)

(1.13)

(0.69)

(0.93)

(1.21)

(1.66)

(1.02)

(1.55)

10a

13.41

3.23

6.58



11.24

1.17



2.93

24.04

34.75



4.16



12.66

10.23



3.98

(0.51)

(0.78)

(0.90)

(1.17)

(0.96)

(1.41)

(0.93)

(1.37)

(2.14)

(2.57)

(1.58)

(2.24)

10b

23.98

11.13

9.01



7.93

3.80



3.59

21.50

36.37



17.32



16.83

7.57



0.60

(0.52)

(0.81)

(0.91)

(1.11)

(0.84)

(1.20)

(1.28)

(1.74)

(3.14)

(3.41)

(2.30)

(2.81)

a

Negative return.

b

Positive return.