News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies

Title
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Authors
Keywords
Jumps, News frequency, Textual analysis, News content, Sentiment
Journal
JOURNAL OF FINANCIAL ECONOMICS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2021-08-12
DOI
10.1016/j.jfineco.2021.08.002

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