This study constructs a market “aggregate news sentiment index”(ANSI) based on Chinese
financial news relating to all the listed firms on the Taiwan Stock Exchange. We analyze the …

This article features an analysis of the relationship between the DOW JONES Industrial
Average (DJIA) Index and a sentiment news series using daily data obtained from the …

In recent years there has been a tremendous growth in the influx of news related to traded
assets in international financial markets. This financial news is now available via print media …

__Abstract__ This paper features an analysis of the relationship between the volatility of the
Dow Jones Industrial Average (DJIA) Index and a sentiment news series using daily data …

This paper investigates whether news suggestive of irrationality within financial markets
have an impact on stock returns. We construct a lexicon of words for'market irrationality'and …

I investigate the impact of unscheduled, firm-specific news on high frequency stock market
reactions using a five-year sample of intraday news releases and their corresponding …

Investor homogeneity is an important assumption in the efficient market hypothesis.
However, viewing the financial markets from the eye of a professional trader, they are never …

This study examines whether the news sentiment that is inherent in media reports influences
the trading behavior of investors and whether it acts as a leading indicator in their decision …

The fact that human economic behaviour has a significant irrational element-one that is
simultaneously hard-to-explain and highly predictable-has fascinated economists for …