Media connection and return comovement
Media news may cover multiple firms in one article, which establishes a media connection across firms. We propose a media connection strength (MCS) measure between two given firms, which is defined as the number of news articles co-mentioning these two firms. We show that the MCS measure can signifi...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6865 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7864/viewcontent/1_s20_S0165188921001263_main.pdf |
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| Institution: | Singapore Management University |
| Language: | English |