Titre:
  • When not to trade? Market reaction to news and investor attention in real time
Auteur:Gillet, Roland; Renault, Thomas; Erdemlioglu, Deniz
Statut de publication:Non publié, 2018
Sujet CREF:Marchés financiers
Volumes/pages:52 p.
Mots-clés:investor attention
stock market
news announcements
high-frequency data
twitter
Langue:Anglais