Matches in SemOpenAlex for { <https://semopenalex.org/work/W3113015671> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W3113015671 abstract "We show that the tone of speeches delivered by Federal Reserve's senior functionaries is significantly associated with movements in the US stock markets and term premiums. Negative (positive) speeches are associated with depressed (elevated) returns, amplified (lowered) volatilities and higher term premium spreads. The US stock market reacts strongly to forward-looking Fed speeches, and the impact of negative speeches is higher than that of positive speeches. To establish our results, we introduce a new method of tone quantification for Federal Reserve speeches which additionally incorporates i) “valence shifters”: adjectives and adverbs (such as “massive”, “although”, “faintly” etc.) which alter the tone of speeches but have been given no weights in the current methods, and ii) ngrams derived from using the sentence as a unit of analysis which enables our technique to quantify the tone of multi-clausal phrases (e.g., “slight slowdown in productivity”) more accurately than is currently possible." @default.
- W3113015671 created "2020-12-21" @default.
- W3113015671 creator A5018182827 @default.
- W3113015671 creator A5018812529 @default.
- W3113015671 creator A5026293234 @default.
- W3113015671 creator A5088925666 @default.
- W3113015671 date "2020-01-01" @default.
- W3113015671 modified "2023-09-25" @default.
- W3113015671 title "Who moved the Market? Analyzing the role of Central Bank speeches" @default.
- W3113015671 cites W1582026748 @default.
- W3113015671 cites W2062976832 @default.
- W3113015671 cites W2075682172 @default.
- W3113015671 cites W2078936920 @default.
- W3113015671 cites W2100772444 @default.
- W3113015671 cites W2116738629 @default.
- W3113015671 cites W2122360235 @default.
- W3113015671 cites W2250713598 @default.
- W3113015671 cites W2324302607 @default.
- W3113015671 cites W2602473840 @default.
- W3113015671 cites W2621661141 @default.
- W3113015671 cites W2743130440 @default.
- W3113015671 cites W2790438145 @default.
- W3113015671 cites W2890120955 @default.
- W3113015671 cites W2890375088 @default.
- W3113015671 cites W2915797035 @default.
- W3113015671 cites W3022794232 @default.
- W3113015671 cites W3026862505 @default.
- W3113015671 cites W3122094160 @default.
- W3113015671 cites W3122563224 @default.
- W3113015671 cites W3122944446 @default.
- W3113015671 cites W3123595939 @default.
- W3113015671 cites W3123846085 @default.
- W3113015671 cites W3124613598 @default.
- W3113015671 cites W3125113062 @default.
- W3113015671 cites W3125686936 @default.
- W3113015671 cites W3125952890 @default.
- W3113015671 doi "https://doi.org/10.2139/ssrn.3699588" @default.
- W3113015671 hasPublicationYear "2020" @default.
- W3113015671 type Work @default.
- W3113015671 sameAs 3113015671 @default.
- W3113015671 citedByCount "3" @default.
- W3113015671 countsByYear W31130156712020 @default.
- W3113015671 countsByYear W31130156712021 @default.
- W3113015671 crossrefType "journal-article" @default.
- W3113015671 hasAuthorship W3113015671A5018182827 @default.
- W3113015671 hasAuthorship W3113015671A5018812529 @default.
- W3113015671 hasAuthorship W3113015671A5026293234 @default.
- W3113015671 hasAuthorship W3113015671A5088925666 @default.
- W3113015671 hasConcept C126285488 @default.
- W3113015671 hasConcept C144133560 @default.
- W3113015671 hasConcept C162324750 @default.
- W3113015671 hasConcept C17744445 @default.
- W3113015671 hasConcept C189722922 @default.
- W3113015671 hasConcept C2992735868 @default.
- W3113015671 hasConcept C556758197 @default.
- W3113015671 hasConcept C73283319 @default.
- W3113015671 hasConceptScore W3113015671C126285488 @default.
- W3113015671 hasConceptScore W3113015671C144133560 @default.
- W3113015671 hasConceptScore W3113015671C162324750 @default.
- W3113015671 hasConceptScore W3113015671C17744445 @default.
- W3113015671 hasConceptScore W3113015671C189722922 @default.
- W3113015671 hasConceptScore W3113015671C2992735868 @default.
- W3113015671 hasConceptScore W3113015671C556758197 @default.
- W3113015671 hasConceptScore W3113015671C73283319 @default.
- W3113015671 hasLocation W31130156711 @default.
- W3113015671 hasOpenAccess W3113015671 @default.
- W3113015671 hasPrimaryLocation W31130156711 @default.
- W3113015671 hasRelatedWork W1536121203 @default.
- W3113015671 hasRelatedWork W1966570134 @default.
- W3113015671 hasRelatedWork W2088204866 @default.
- W3113015671 hasRelatedWork W2603609734 @default.
- W3113015671 hasRelatedWork W2619890237 @default.
- W3113015671 hasRelatedWork W2899084033 @default.
- W3113015671 hasRelatedWork W3122067393 @default.
- W3113015671 hasRelatedWork W3124691795 @default.
- W3113015671 hasRelatedWork W3125454607 @default.
- W3113015671 hasRelatedWork W3122545513 @default.
- W3113015671 isParatext "false" @default.
- W3113015671 isRetracted "false" @default.
- W3113015671 magId "3113015671" @default.
- W3113015671 workType "article" @default.