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Unusual News Flow and the Cross Section of Stock Returns.
Turan G. Bali
Andriy Bodnaruk
Anna Scherbina
Yi Tang
Published in:
Manag. Sci. (2018)
Keyphrases
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cross section
stock returns
cross sectional
cross sections
panel data
news articles
chinese stock market
stock market
keywords
financial time series
developed countries
data analysis
financial markets
multislice