This study explores the performance of volatility-based trading strategies on scheduled news announcement days. The design of the investment strategies is based on the fall of the VIX, VSTOXX, VDAX-NEW and VFTSE volatility ...

This paper revisits the issue of the influence of macro-economic announcements over the exchange rates volatility, but from a different perspective as it is the usual in the econometric literature. By quantifying the impact ...

Purpose - This paper examines the impact that financial media coverage has on share repurchase outcomes in the U.S.Design/methodology/approach - I perform regression analysis to examine how the volume of firm-specific news ...

I examine the impact that media coverage has on open market share repurchase outcomes. I find that media coverage around repurchase announcements are negatively related to firms’ actual repurchases following the announcements. ...

I examine the impact that media coverage has on open market share repurchase outcomes. I find that media coverage around repurchase announcements are negatively related to firms’ actual repurchases following the announcements. ...

Purpose: This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil ...

This paper investigates heterogeneity in the market assessment of public macro- economic announcements by exploring (jointly) two main mechanisms through which macroeconomic news might enter stock prices: instantaneous ...

We investigate how public and private information affects corporate CDS spreads prior to rating announcements. First, CDS spreads of firms with high news intensity change significantly earlier and more strongly prior to ...

This article explores the inclusion of external voices in news reports, especially looking at the way these are exploited for appraising purposes. It is argued that attributions are not evaluation outlets for sources only, ...