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And Now, The Rest of the News: Volatility and Firm Specific News Arrival. (2012). Lunde, Asger ; Engle, Robert ; Hansen, Martin Klint.
In: CREATES Research Papers.
RePEc:aah:create:2012-56.

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  1. The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era. (2025). Forest, James.
    In: Econometrics.
    RePEc:gam:jecnmx:v:13:y:2025:i:3:p:24-:d:1684581.

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  2. Accounting for unadjusted news sentiment for asset pricing. (2021). Srivastava, Praveen Ranjan ; Eachempati, Prajwal.
    In: Qualitative Research in Financial Markets.
    RePEc:eme:qrfmpp:qrfm-11-2019-0130.

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  3. Dynamic jump intensities and news arrival in oil futures markets. (2020). Han, YU ; Turnbull, Stuart M ; Ensor, Katherine B ; Ostdiek, Barbara.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00168-z.

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  4. News media analytics in finance: a survey. (2020). Vanstone, Bruce ; Marty, Tom ; Hahn, Tobias.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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  5. Media-expressed negative tone and firm-level stock returns. (2016). Hutson, Elaine ; Liu, Sha ; Ahmad, Khurshid ; Han, Jingguang ; Kearney, Colm.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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  6. Dynamic jump intensities and news arrival in oil futures markets. (). Han, YU ; Turnbull, Stuart M ; Ensor, Katherine B ; Ostdiek, Barbara.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00168-z.

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