AI & Algo Trading

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Media and Google: The Impact of Information Supply and Demand on Stock Returns

blog.edarchimbaud.com

Media and Google: The Impact of Information Supply and Demand on Stock Returns

edarchimbaud
Sep 5, 2023
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Media and Google: The Impact of Information Supply and Demand on Stock Returns

blog.edarchimbaud.com
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Original paper

SSRN-id2180409.pdf

Trading rules

  • Investment universe: NYSE, Amex, Nasdaq stocks priced over $5 (excluding closed-end funds, REITs, unit trusts, ADRs, foreign stocks)

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