News Sentiment in the Gold Futures Market

News Sentiment in the Gold Futures Market

This article utilises commodity specific news sentiment data provided by Thomson Reuters News Analytics to examine the relationship between news sentiment and returns in the gold futures market over the period 2003–2012. There is an asymmetric response to news releases with negative news sentiment i...

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Bibliographic Details
Main Author: Smales, Lee
Format: Journal Article
Published: Elsevier 2014
Subjects:
Information
Futures markets
Trading behaviour
COMEX
Gold
News sentiment
Online Access:http://hdl.handle.net/20.500.11937/15771

Internet

http://hdl.handle.net/20.500.11937/15771

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