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This paper assesses the impact of media sentiment on international equity prices using a dataset of more than 4.5 million Reuters articles published across the globe between 1991 and 2015. Media sentiment robustly predicts daily returns in both advan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2456::9d5ce1e0cf3efb31826aadf9246ab924
https://hdl.handle.net/10986/30980
https://hdl.handle.net/10986/30980