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Cahill et al., 2017 - Google Patents

Media sentiment and trading strategies of different types of traders

Cahill et al., 2017

Document ID
8317121284529953156
Author
Cahill D
Wee M
Yang J
Publication year
Publication venue
Pacific-Basin Finance Journal

External Links

Snippet

This paper investigates how the prevailing sentiment conveyed by the media influences trading by retail and institutional traders around earnings announcements made by ASX200 constituent firms. We find that media sentiment influences institutional traders to overreact to …
Continue reading at www.sciencedirect.com (other versions)

Classifications

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