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Existe literatura relevante sobre o efeito da mídia nos ativos financeiros?

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perguntada Mai 28, 2015 em Finanças por danielcajueiro (5,171 pontos)  
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+2 votos
respondida Mai 29, 2015 por danielcajueiro (5,171 pontos)  

Tetlock, P. C. Giving content to investor sentiment: The role of media in the stock market.
Journal of Finance, v. 62 , p. 1139-1168, 2007.

Tetlock, P. C.; Saar-Tsechansky, M.; Macskassy, S. More than words: Quantifying language to measure firms' fundamentals. Journal of Finance 63, p. 1437-1467, 2008.

Fang, L.; Peress, J. Media Coverage and the Cross-section of Stock Returns Journal of Finance v. 64, p. 2023-2052, 2009 .

Kaplanski, Guy; Levy, Haim Sentiment and stock prices: The case of aviation disasters Journal of Financial Economics v. 95, p. 174-201, 2010 .

Engelberg, J. E.; Parsons, C. A. The Causal Impact of Media in Financial Markets. Journal of Finance, v. 66, p. 67-97, 2011.

Gurun, U. G.; Butler, A. W. Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value Journal of Finance v. 67, p. 561-597, 2012 .

Garcia, D. Sentiment during Recessions. Journal of Finance v. 68, p. 1267-1300, 2013.

Peress, J. The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes. Journal of Finance, v. 69, p. 2007-2043, 2014 .

Solomon, D. H.; Soltes, E.; Sosyura, D. Winners in the spotlight: Media coverage of fund holdings as a driver of flows. Journal of Financial Economics v. 113, p. 53-72, 2014.

comentou Jun 1, 2015 por Henrique Souza (626 pontos)  
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