How media coverage affects cross-sectional stock returns and momentum profits?
This dissertation investigates the influence of the mass media coverage among NASDAQ common stocks on both cross-sectional of stock returns and momentum profits from January 2005 through December 2014. First, we relate the monthly stock return of each stock with the number of articles published abou...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10400.14/21440 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/21440 |