References

Créé le

19.06.2020

Antweiler W. & Frank M. Z. (2004), « Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards », The Journal of Finance, 59: 1259-1294.

Brandt M.W. & Gao L. (2019), « Macro Fundamentals or Geopolitical Events? A Textual Analysis of News Events for Crude Oil », Journal of Empirical Finance, 51, 64-94.

Li F. (2010), « The Information Content of Forward‐Looking Statements in Corporate Filings – A Naïve Bayesian Machine Learning Approach », Journal of Accounting Research, 48: 1049-1102.

Loughran T. & Mcdonald B. (2011), « When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks », The Journal of Finance, 66: 35-65.

Tetlock P. ., Saar-Tsechansky M. & Macskassy S. (2008), « More Than Words: Quantifying Language to Measure Firms’ Fundamentals », Journal of Finance, 63(3), 1437-1467.

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Banque et Stratégie Nº393