The role of news in stock price movements: A textual analysis
Despite the long established role of information in the stock price formation as proposed by the efficient market hypothesis (EMH), how news affects the financial market is still a debatable topic. Using an innovative approach, this dissertation addresses the effect of news in financial markets by u...
- Autores:
-
Ferrer García, Jovelyn
- Tipo de recurso:
- Doctoral thesis
- Fecha de publicación:
- 2022
- Institución:
- Universidad de los Andes
- Repositorio:
- Séneca: repositorio Uniandes
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.uniandes.edu.co:1992/64173
- Acceso en línea:
- http://hdl.handle.net/1992/64173
- Palabra clave:
- Multinomial inverse regression
News-financial returns relationship
Quantitative news index
Climate change
Bayesian method
Administración
- Rights
- openAccess
- License
- http://creativecommons.org/licenses/by-nc-nd/4.0/