Paul C. Tetlock
The University of Texas at Austin
1 paper in the Anchorcite directory, published in 2007, cited 4,699 times in total.
Research topics
- Financial Markets and Investment Strategies · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
- Market Dynamics and Volatility · 1 paper
Papers
- Giving Content to Investor Sentiment: The Role of Media in the Stock MarketThe Journal of Finance · 2007 · 4,699 citations
ABSTRACT I quantitatively measure the interactions between the media and the stock market using daily content from a popular Wall Street Journal column. I find that high media pessimism predicts downward pressure on market prices followed by a reversion to…
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