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Aizhong Shen
Shanghai Business School
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SCHOLARLY PAPERS
1
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Scholarly Papers (1)
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1.
It Is Not Just What You Say, but How You Say It: Why Tonality Matters in Central Bank Communication
Journal of Empirical Finance, Forthcoming
Number of pages: 43
Posted: 20 Jul 2022
Last Revised: 23 Aug 2022
Chen Gu
,
Denghui Chen
,
Raluca Stan
and Aizhong Shen
Shanghai Business School - Research Center of Finance, FDIC, University of Minnesota - Duluth and Shanghai Business School
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Abstract:
FOMC Minutes; Monetary Policy; Textual Analysis; Stock Returns; Tonality; Intraday data
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