5.C REFERENCES
Cahan R.; Jussa J.; Luo Y. (2009a) Breaking News: How to Use News Sentiment to Pick Stocks, Macquarie US Equity Research.
Cahan R.; Jussa J.; Luo Y. (2009a) Eventful Investing: Harnessing the Power of Event-driven Strategies, Macquarie US Equity Research.
Engelberg J.E.; Red A.V.; Ringgenberg M.C. (2010) How Are Shorts Informed? Short Sellers, News, and Information Processing, Kenan-Flagler Business School, University of North Carolina.
Hafez P.A (2009a) Construction of Market Sentiment Indices Using News Sentiment, RavenPack International S.L.
Hafez P.A. (2009b) Detection of Seasonality Patterns in Equity News Flow, RavenPack International S.L.
Hafez P.A. (2009c) Investigation of the Impact of News Sentiment on Abnormal Stock Return, RavenPack Intrnational S.L.
Hafez P.A. (2009d) Sector Rotation Strategies Driven by News Sentiment Indices, RavenPack International S.L.
Kittrell J. (this volume) “Sentiment reversals as buy signals” (see Chapter 9).
Mitra L.; Mitra G.; diBartolomeo D. (2008) Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment, CARISMA, Brunel University.
Patton A.; Verardo M. (2009) Does Beta Move with Firm News? Systematic Risk and Firm-specific Information Flows, Duke University.
Tetlock P.C. (2009) Does Public Financial News Resolve Asymmetric Information? Yale University.
Zhang W.; Skiena S. (2010) Trading Strategies to Exploit News Sentiment, Stony Brook University.
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