The Wiley Finance Series : Handbook of News Analytics in Finance

218 News and abnormal returns

Figure 8.3.Categorizing news flow by year (source: RavenPack, Factiva, FactSet, Macquarie
Quant Research).

Figure 8.4.Categorizing news flow by month (source: RavenPack, Factiva, FactSet, Macquarie
Quant Research).