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Economic linkages inferred from news stories and the predictability of stock returns
- Source :
- AEI Paper & Studies. February, 2016, p23, 29 p.
- Publication Year :
- 2016
-
Abstract
- G. Break-even trading costs Thus far, we have abstracted from trading costs. Even though we have documented significantly positive monthly excess returns of the long-short portfolios formed on the linked-stock [...]
Details
- Language :
- English
- Database :
- Gale General OneFile
- Journal :
- AEI Paper & Studies
- Publication Type :
- Report
- Accession number :
- edsgcl.446412872