Concepedia

Media effects matter: Macroeconomic announcements in the gold futures market

Qi Liang, Wenjia Sun, Wenyu Li, Fengyan Yu

Economic Modelling · 2020 · 13 citations · 47 references

DOI

Concepts

References

47

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

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Efficient Capital Markets: II

Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text

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Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Paul C. Tetlock · The Journal of Finance · 2007 · 4.5K citations

, , +17

The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence

Hersh Shefrin, Meir Statman · The Journal of Finance · 1985 · 3.4K citations

, , +13

What Explains the Stock Market's Reaction to Federal Reserve Policy?

Ben Bernanke, Kenneth N. Kuttner · The Journal of Finance · 2005 · 2.4K citations · Full text

, , +17