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Published in 2024 at "Quantitative Finance"
DOI: 10.1080/14697688.2024.2335241
Abstract: This research explores the factors contributing to information sensitivity in debt markets, focusing on the potential influences of uncertainty, economic performance, and journalist-dependent language. Building upon the foundational work of Dang et al. (Ignorance, debt…
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Keywords:
information;
narrative triggers;
information sensitivity;
language ... See more keywords