Testing For Market Efficiency Using News-Driven Sentiment: Evidence From Select Nyse Stocks

Oct 14, 2026 Testing for Market Efficiency. Using News-Driven. Sentiment: Evidence from. Select NYSE Stocks. S Rangapriya and Madhavi Lokhande. CONTENTS. 8.1

These scores are paired with stock market data to build and test This suggests that sentiment-driven stock movements in Canadian banks may not align with U.S

Tweets and articles regarding movie reviews will not have any effect on the stock market and hence while dealing with any specific problem the selected tweets

Explanations for the random nature of the stock market emerged from the field of behavioral finance, citing panic and other investor sentiments as the key

Feb 5, 2026 This study aims to address these gaps by testing competing predictions from behavioral finance and efficient markets theory using three decades

The following section attempts to summarise leading research papers that have covered on investor sentiment, reactions to news and models of market volatility

Finding evidence that markets react to such inaccuracies would suggest a causal impact of RavenPack on the stock market. To identify inaccuracies in news

The evidence therefore tilts toward stock market underreaction as a possible driving force of news momentum. To shed further light on news momentum, we examine

It is extremely unlikely that all markets are efficient to all investors, but it is entirely possible that a particular market (for instance, the New York Stock

news headlines using HKUST FinBERT with daily market-based indicators to Negative sentiment, consistent with evidence on fear-driven trading [21

To my knowledge, this paper is the first to find evidence that news media content can predict movements in broad indicators of stock market activity. Using

Nov 3, 2026 Historically, stock market volatility has been largely driven by macroeconomic news. associated with negative market sentiment, the

A large literature documents persistent cross-sectional return predictability associated with firm characteristics such as size and book-to-market (Fama &

May 29, 2025 At the aggregate market level, Reis and Pinho (2020a) create the EURsent investor sentiment index by aggregating several economic and financial

These scores are paired with stock market data to build and test that sentiment-driven stock movements in Canadian banks may not align with U.S. market

Dec 24, 2025 This study examines how news sentiment affects stock market movements, Forecasting Stock Markets by Hybrid Data with Multilingual Sentiment

Thirdly, instead of using indirect sen- timent proxies or lexicon, our sentiment analysis is based on revolutionary language representation deep learning. BERT

It provides companies with the opportunity to raise funds by selling stocks to investors, while also allowing investors to participate in the financial success

Mar 6, 2020 The literature is rich with sentiment analysis papers dis- cussing the usage of tweets, financial news along with other relevant information to

We study how the social transmission of public news influences investors' beliefs and securities markets. Using data on social networks, we find that earnings