All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Media-expressed tone, option characteristics, and stock return predictability

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F22%3A10452706" target="_blank" >RIV/00216208:11320/22:10452706 - isvavai.cz</a>

  • Result on the web

    <a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=LnZgx006lp" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=LnZgx006lp</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.jedc.2021.104290" target="_blank" >10.1016/j.jedc.2021.104290</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Media-expressed tone, option characteristics, and stock return predictability

  • Original language description

    We investigate the informational content of a huge assortment of NASDAQ articles about a joint cross-section of S&amp;P 500 stock return data and related single-stock option data. Splitting the articles into a trading-time and an overnight archive, we distill tone from each of them. We show that media-expressed tone is informative about option markets and that both option data and tone predict stock returns. The predictive power of option variables is robust to partialling out tone, but varies depending on whether tone is from the overnight or the trading-time archive. A potential reason is that the archives differ in terms of their thematic content. Overall, we conclude that the informational content of option data for predicting single-stock returns extends beyond the information summarized in tone and traditional market factors. (c) 2021 Elsevier B.V. All rights reserved.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50201 - Economic Theory

Result continuities

  • Project

    <a href="/en/project/GX19-28231X" target="_blank" >GX19-28231X: DyMoDiF - Dynamic Models for the Digital Finance</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2022

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Journal of Economic Dynamics and Control

  • ISSN

    0165-1889

  • e-ISSN

    1879-1743

  • Volume of the periodical

    134

  • Issue of the periodical within the volume

    JAN 2022

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    22

  • Pages from-to

    104290

  • UT code for WoS article

    000777226300010

  • EID of the result in the Scopus database

    2-s2.0-85121214527