"Media coverage not only provides much firmspecific information to the investor public intuitionally, but
also is informative to the stock price. This study tries to
examine whether media coverage is an important factor to
stock returns on the Taiwan stock market. Our empirical
results support this finding on the Taiwan stock market, and
find investors can utilize momentum strategies to earn
abnormal returns. These findings can provide some
meaningful insights to e-business corporate manager, while
releasing some news to the public."
Relation:
The Sixth International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2012)
