Author Page for Nitish Ranjan Sinha

Scholarly Papers (16)

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News versus Sentiment: Predicting Stock Returns from News Stories

Downloads 4,339 ( 4,042)

Citation 47

News versus Sentiment: Predicting Stock Returns from News Stories

Robert H. Smith School Research Paper

Number of pages: 38 Posted: 18 Aug 2013 Last Revised: 04 Aug 2015

Steven L. Heston and Nitish Ranjan Sinha

University of Maryland - Department of Finance and Board of Governors of the Federal Reserve System

Downloads 3,028 (7,242)

Citation 16

Abstract:

News Versus Sentiment: Predicting Stock Returns from News Stories

FEDS Working Paper No. 2016-48

Number of pages: 36 Posted: 09 Jun 2016 Last Revised: 21 Sep 2016

Steven L. Heston and Nitish Ranjan Sinha

University of Maryland - Department of Finance and Board of Governors of the Federal Reserve System

Downloads 1,311 (26,545)

Citation 6

Abstract:

IPO Underpricing, Issue Mechanisms, and Size

Number of pages: 46 Posted: 28 Mar 2004

Nitish Ranjan Sinha and TPM

Board of Governors of the Federal Reserve System and Institute for Financial Management and Research (IFMR)

Downloads 1,982 (14,398)

Citation 2

Abstract:

Underreaction to News in the US Stock Market

Number of pages: 59 Posted: 19 Mar 2010 Last Revised: 15 Sep 2012

Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System

Downloads 1,683 (18,545)

Citation 19

Abstract:

News Articles and the Invariance Hypothesis

AFA 2012 Chicago Meetings Paper, Midwest Finance Association 2012 Annual Meetings Paper

Number of pages: 41 Posted: 16 Mar 2011 Last Revised: 14 Jan 2012

Albert S. Kyle, Anna A. Obizhaeva, Nitish Ranjan Sinha and Tugkan Tuzun

University of Maryland, New Economic School (NES), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 609 (77,275)

Citation 11

Abstract:

What'S the Story? A New Perspective on the Value of Economic Forecasts

FEDS Working Paper No. 2017-107

Number of pages: 58 Posted: 05 Nov 2017 Last Revised: 29 Apr 2020

Steven A. Sharpe, Nitish Ranjan Sinha and Christopher Hollrah

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 184 (280,768)

Citation 3

Abstract:

Strategic Release of News at the EPA

Downloads 173 (296,501)

Strategic Release of News at the EPA

Resources for the Future Discussion Paper No. 11-45

Number of pages: 33 Posted: 05 Jan 2012

Lucija Muehlenbachs, Elisabeth Newcomb Sinha and Nitish Ranjan Sinha

Resources for the Future, University of Maryland - Department of Agricultural & Resource Economics and Board of Governors of the Federal Reserve System

Downloads 90 (488,907)

Abstract:

Strategic Release of News at the EPA

Resources for the Future Working Paper No. 11-45

Number of pages: 33 Posted: 27 Oct 2011

Nitish Ranjan Sinha, Lucija Muehlenbachs and Elisabeth Newcomb Sinha

Board of Governors of the Federal Reserve System, Resources for the Future and University of Maryland - Department of Agricultural & Resource Economics

Downloads 83 (514,535)

Abstract:

The Power of Narratives in Economic Forecasts

FEDS Working Paper No. 2020-1

Number of pages: 54 Posted: 14 May 2020

Steven A. Sharpe, Nitish Ranjan Sinha and Christopher A. Hollrah

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Michigan at Ann Arbor

Downloads 160 (316,833)

Abstract:

Integrating Prediction and Attribution to Classify News

FEDS Working Paper No. 2022-42

Number of pages: 44 Posted: 13 Jul 2022

Nelson Rayl and Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 102 (446,598)

Abstract:

How Sensitive is the Economy to Large Interest Rate Increases? Evidence from the Taper Tantrum

FEDS Working Paper No. 2022-85

Number of pages: 23 Posted: 04 Jan 2023

Nitish Ranjan Sinha and Michael Smolyansky

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 51 (655,716)

Abstract:

10.

Evaluating the Conditionality of Judgmental Forecasts

FEDS Working Paper No. 2019-2

Number of pages: 22 Posted: 04 Feb 2019 Last Revised: 21 Feb 2019

Travis J. Berge, Andrew C. Chang and Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 33 (774,615)

Citation 1

Abstract:

11.

Are Real Assets Owners Less Averse to Inflation? Evidence from Consumer Sentiments and Inflation Expectations

FEDS Working Paper No. 2023-58

Number of pages: 46 Posted: 13 Sep 2023

Geng Li and Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 11 (982,617)

Abstract:

12.

Tradeoffs Between Prediction and Attribution: A Model Comparison in the Domain of Financial News

Number of pages: 5

Nelson Rayl and Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 9

Abstract:

13.

A New Index to Measure U.S. Financial Conditions

FEDS Notes No. 2023-06-30

Posted: 11 Jul 2023

Andrea Ajello, Michele Cavallo, Giovanni Favara, William Peterman, John W. Schindler and Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System, Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent and Board of Governors of the Federal Reserve System

Abstract:

14.

Which Market Indicators Best Forecast Recessions?

FEDS Notes No. 2016-08-02 http://dx.doi.org/10.17016/2380-7172.1805

Posted: 22 Oct 2016

Michael Smolyansky, Nitish Ranjan Sinha and Travis Berge

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

Abstract:

15.

Corporate Bond Issuers' Swap Exposure to Rising Interest Rates

FEDS Notes No. 2016-05-26-1 http://dx.doi.org/10.17016/2380-7172.1776

Posted: 01 Apr 2016

Youngsuk Yook, Nitish Ranjan Sinha, Francisco Palomino and Richard Ogden

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Independent

Abstract:

16.

Using Big Data in Finance: Example of Sentiment-extraction from News Articles

FEDS Notes No. 2014-03-26 https://doi.org/10.17016/2380-7172.0011

Posted: 16 Dec 2014

Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System

Abstract:

Other Papers (1)

Total Downloads: 550

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Where Do Informed Traders Trade? Trading Around News on Dow 30 Options

Midwest Finance Association 2012 Annual Meetings Paper

Number of pages: 54 Posted: 14 Mar 2011 Last Revised: 18 Mar 2012

Nitish Ranjan Sinha and Wei Dong

Board of Governors of the Federal Reserve System and Citigroup, Inc.

Downloads 550

Nitish Ranjan Sinha

Board of Governors of the Federal Reserve System

Group Manager, Economic Section

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Scholarly Papers (16)

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Other Papers (1)

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