Media Coverage and Sustainable Stock Returns: Evidence from China
This paper explores the relationship between media coverage and stock returns using monthly data of news reports from major Chinese newspapers. We find that firms with higher media coverage in the current month have higher sustainable stock returns in the following months over a one-year period comp...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-04-01
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Series: | Sustainability |
Subjects: | |
Online Access: | https://www.mdpi.com/2071-1050/11/8/2335 |