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...
Saved in:
Main Authors: | , , , |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2021
|
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Be the first to leave a comment!