Option Trading Activity, News Releases, and Stock Return Predictability.
David WeinbaumAndrew FodorDmitriy MuravyevMartijn CremersPublished in: Manag. Sci. (2023)
Keyphrases
- trading systems
- stock data
- stock trading
- stock market
- news articles
- stock price
- financial information
- investment strategies
- option pricing
- technical indicators
- human activities
- stock exchange
- financial news
- trading strategies
- software systems
- news items
- financial markets
- software projects
- activity patterns
- information retrieval
- hot topics
- news stories
- electronic commerce
- non stationary