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Business News and Business Cycles
16 references·3 citing·53 second hop
Business News and Business Cycles (2021)Business News and Business CyclesText as Data (2019)Text as DataHedging Climate Change News (2019)Hedging Climate Change NewsNews implied volatility and disaster concerns (2016)News implied volatility and d…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Information Rigidity and the …FRED-MD: A Monthly Database for Macroeconomic Research (2015)FRED-MD: A Monthly Database f…Sentiment During Recessions (2012)Sentiment During RecessionsWhat Drives Media Slant? Evidence From U.S. Daily Newspapers (2010)What Drives Media Slant? Evid…How to Analyze Political Attention with Minimal Assumptions and Costs (2009)How to Analyze Political Atte…The Market for News (2005)The Market for NewsMeasuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…The Stock Market and Investment (1990)The Stock Market and Investme…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Meteor Showers or Heat Waves?…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion (2024)When the markets get CO.V.I.D…News and Asset Pricing: A High-Frequency Anatomy of the SDF (2022)News and Asset Pricing: A Hig…Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns (2019)Risk Factors That Matter: Tex…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)Prospect theory: An analysis of decision under risk (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Manager sentiment and stock returns (2018)Twitter mood predicts the stock market (2011)Random forests for global sensitivity analysis: A selective review (2020)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)Dissecting climate risks: Are they reflected in stock prices? (2023)Bowling Alone: The Collapse and Revival of American Community (2000)All the News That's Fit to Sell: How the Market Transforms Information into News (2003)Extracting Policy Positions from Political Texts Using Words as Data (2003)Ideological Segregation Online and Offline * (2011)Media and Political Polarization (2013)Advertising Content and Consumer Engagement on Social Media: Evidence from Facebook (2017)The Theory of Industrial Organization (1988)Stability in Competition (1990)The Nature and Origins of Mass Opinion. (1993)Handcuffs for the Grabbing Hand? Media Capture and Government Accountability (2006)Myopic Voters and Natural Disaster Policy (2009)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)Optimal Sticky Prices under Rational Inattention (2009)Diagnostic Expectations and Credit Cycles (2017)Forecasting: theory and practice (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 2010What Drives Media Slant? Evidence From U.S. Daily Newspapers1,486 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2019Text as Data1,260 cited
  • 2005The Market for News1,243 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts1,145 cited
  • 2015FRED-MD: A Monthly Database for Macroeconomic Research908 cited
  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
  • 2016News implied volatility and disaster concerns725 cited
  • 1990The Stock Market and Investment691 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited

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2009
How to Analyze Political Attention with Minimal Assumptions and Costs
670 cited

Cited by

  • 2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion98 cited
  • 2019Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns44 cited
  • 2022News and Asset Pricing: A High-Frequency Anatomy of the SDF31 cited