4Klibanoff P, Lamont O, Wizman T A. Investor reaction to salient news in closed-end country funds[J]. Journal of Finance, 1998, 53(2): 673-699.
5Chan W. Stock price reaction to news and no news: Drift and reversal after headline[J]. Journal of Financial Economics, 2003, 70(2): 223-260.
6Daniel K, Hirshleifer D, Subrahmanyam A. Investor psychology and security market under-and overreactions[J]. Journal of Finance, 1998, 53(6): 1839 1886.
7Hong H, Stein C J. A unified theory of under-reaction, momentum trading and overreaction in asset markets[J] Journal of Finance, 1999, 54(6): 2143-2184.
8Antweiler W, Frank Z M. Is all that talk just noise? The information content of internet stock message boards[J] Journal of Finance, 2004, 59(3): 1259-1293,.
9Tetlock P C. Giving content to investor sentiment: The role of media in the stock market[J]. Journal of Finance 2007, 62(3): 1139-1168.
10Fang L, Peress J. Media coverage and the cross-section of stock returns[R]. Working Paper, 2007.
