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Haven't We Seen This Before? Return Predictions from 200 Years of News
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jfineco.2014.02.009openalex-snapshot
Winners in the spotlight: Media coverage of fund holdings as a driver of flows
inferredcites →https://doi.org/10.1016/j.jfineco.2016.01.032openalex-snapshot
News implied volatility and disaster concerns
inferredcites →https://doi.org/10.1016/j.jfineco.2018.11.008openalex-snapshot
Technological Links and Predictable Returns
inferredcites →https://doi.org/10.1016/j.jfineco.2021.08.002openalex-snapshot
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103812openalex-snapshot
Production complementarity and information transmission across industries
inferredcites →https://doi.org/10.1016/j.jfineco.2025.104138openalex-snapshot
Machine learning from a “Universe” of signals: The role of feature engineering
inferredcites →https://doi.org/10.1017/s0022109018000479openalex-snapshot
Text-Based Industry Momentum
inferredcites →https://doi.org/10.1080/10848770.2021.1943827openalex-snapshot
Narrative Economics: How Stories Go Viral and Drive Major Economic Events
inferredcites →https://doi.org/10.1086/688176openalex-snapshot
Text-Based Network Industries and Endogenous Product Differentiation
inferredcites →https://doi.org/10.1093/qje/qjq004openalex-snapshot
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-snapshot
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/revfin/hhm003openalex-snapshot
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-snapshot
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhac011openalex-snapshot
Macroeconomic Attention and Announcement Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hhad042openalex-snapshot
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
inferredcites →https://doi.org/10.1093/rfs/hhae081openalex-snapshot
War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-snapshot
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhq052openalex-snapshot
Does Public Financial News Resolve Asymmetric Information?
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhz023openalex-snapshot
Dynamic Interpretation of Emerging Risks in the Financial Sector
inferredcites →https://doi.org/10.1093/rof/rfaa007openalex-snapshot
Forecasting the Equity Premium: Mind the News!
inferredcites →https://doi.org/10.1111/0022-1082.00330openalex-snapshot
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
inferredcites →https://doi.org/10.1111/1475-679x.12123openalex-snapshot
Textual Analysis in Accounting and Finance: A Survey
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01232.xopenalex-snapshot
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01379.xopenalex-snapshot
Economic Links and Predictable Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01493.xopenalex-snapshot
Media Coverage and the Cross‐section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01578.xopenalex-snapshot
Market Segmentation and Cross‐predictability of Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01625.xopenalex-snapshot
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01626.xopenalex-snapshot
The Causal Impact of Media in Financial Markets
inferredcites →https://doi.org/10.1111/jofi.13298openalex-snapshot
The Virtue of Complexity in Return Prediction
inferredcites →https://doi.org/10.1111/jofi.13400openalex-snapshot
Scope, Scale, and Concentration: The 21 st ‐Century Firm
inferredcites →https://doi.org/10.1257/aer.20200243openalex-snapshot
Five Facts about Beliefs and Portfolios
inferredcites →https://doi.org/10.2139/ssrn.1106475openalex-snapshot
Media Coverage and Investors' Attention to Earnings Announcements
inferredcites →https://doi.org/10.2139/ssrn.236982openalex-snapshot
A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability
inferredcites →https://doi.org/10.2139/ssrn.4166368openalex-snapshot
The Virtue of Complexity Everywhere
inferredcites →https://doi.org/10.2139/ssrn.4475945openalex-snapshot
War Discourse and the Cross Section of Expected Stock Returns
inferredcites →https://doi.org/10.2307/2965482openalex-snapshot
The Making of Index Numbers: A Study of Their Varieties, Tests, and Reliability
inferredcites →https://doi.org/10.3386/w32026openalex-snapshot
(Almost) 200 Years of News-Based Economic Sentiment
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