It is not just What you say, but How you say it: Why tonality matters in central bank communication

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Measuring Economic Policy Uncertainty*

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Social Sciences, Economics, Finance +9

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

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

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The distribution of realized stock return volatility

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No news is good news

John Y. Campbell, Ludger Hentschel · Journal of Financial Economics · 1992 · 2K citations · Full text

Computing, Biomedical Informatics, Health Informatics +16