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...

Full description

Bibliographic Details
Main Author: Sogalho, Inês Guedes de Pinho (author)
Format: masterThesis
Language:eng
Published: 2016
Subjects:
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/21440
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/21440

Internet

http://hdl.handle.net/10400.14/21440

Similar Items