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...

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Bibliographic Details
Main Authors: Tian Yang, Jinsong Liu, Qianwei Ying, Tahir Yousaf
Format: Article
Language:English
Published: MDPI AG 2019-04-01
Series:Sustainability
Subjects:
Online Access:https://www.mdpi.com/2071-1050/11/8/2335