2018
DOI: 10.3905/joi.2018.27.4.043
|View full text |Cite
|
Sign up to set email alerts
|

Investing in US 10-Year Yields with News Sentiment

Abstract: The tonality of news reporting has been shown to have explanatory and predictive power for equity prices. Using a novel approach and data set, the authors demonstrate that the news sentiment effect also holds for US government bond duration. They construct a successful trading strategy for the US 10-year government bond yield based on news sentiment.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2018
2018
2018
2018

Publication Types

Select...
1

Relationship

0
1

Authors

Journals

citations
Cited by 1 publication
references
References 8 publications
0
0
0
Order By: Relevance