Media sentiment and UK stock returns (2011)
Working Paper
Ferguson, N., Guo, J., Lam, H., & Philip, D. (2011). Media sentiment and UK stock returns

This paper is the first to determine the effect that media sentiment has on stockreturns for UK companies and tests whether there is any return predictabilitycontained in the UK media sentiment data. We show that measures of positive andnegative medi... Read More about Media sentiment and UK stock returns.