TY  - GEN 
AU  - Ferrer García, Jovelyn
PY  - 2022
UR  - http://hdl.handle.net/1992/64173
AB  - Despite the long established role of information in the stock price formation as proposed by the efficient market hypothesis (EMH), how news affects the financial market is still a debatable topic. Using an innovative approach, this dissertation...
LA  - eng
PB  - Universidad de los Andes
TI  - The role of news in stock price movements: A textual analysis
KW  - Multinomial inverse regression
KW  - News-financial returns relationship
KW  - Quantitative news index
KW  - Climate change
KW  - Bayesian method
ER  -