Jacob Sisk

Thomson Reuters

3 Times Square

New York , NY 10036

United States

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Event Driven Trading and the 'New News'

Journal of Portfolio Management, Vol. 38, No. 1, 2011, https://doi.org/10.3905/jpm.2011.38.1.110
Posted: 21 May 2019
David Leinweber and Jacob Sisk
Leinweber & Co. and Thomson Reuters

Abstract:

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Market Efficiency, News Media, Qualitative Information, Language, Event Trading, NLP, public news, media coverage, stale information, overreaction, return reversal