Clara Vega - Senior Economist - Federal Reserve | February 24, 2014
Clara has studied the relationship between public news and equity price movements.
How much does firm-specific, public news explain daily equity price variation? What is the importance of firm-specific news in explaining asset price movements variations across firms, across time, and across news types?
Clara discusses possible theoretical explanations for the findings and proposes a new measure of firm's transparency and shows its relationship to the firm's cost of capital.
Presentation held at the RavenPack 2nd Annual Research Symposium, New York, February 24th 2014.
Presented by Peter Hafez at AI and Data Science in Trading Virtual Event 2021
Our latest review of the monitor’s insights of the news analytics of the evolving pandemic. Is the media over COVID? Sputnik V & other vaccines. UK leading global sentiment. Read more here
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