News, search and stock co-movement: Investigating information diffusion in the financial market
作者：
Highlights：
• Firm co-mentions have a significant influence on stock co-movement.
• Search attention plays an important mediating role in the relationship between firm co-mentions and stock co-movement.
• Opposing co-mentions have a greater impact than supporting co-mentions do.
摘要
•Firm co-mentions have a significant influence on stock co-movement.•Search attention plays an important mediating role in the relationship between firm co-mentions and stock co-movement.•Opposing co-mentions have a greater impact than supporting co-mentions do.
论文关键词：Firm co-mentions,Information processing,Prospect theory,Search attention,Sentiment analysis,Stock co-movement
论文评审过程：Received 3 May 2017, Revised 28 January 2018, Accepted 28 January 2018, Available online 1 February 2018, Version of Record 13 February 2018.
论文官网地址：https://doi.org/10.1016/j.elerap.2018.01.015
