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Table 1 Textual Input Data in related studies of the connection between news and financial markets

From: Characterizing financial markets from the event driven perspective

Reference Text type Text source No. of items
David et al. (1989) General news New York Times 49 events
Mitchell and Mulherin (1994) Financial news Dow Jones & Company 752,647 headlines
Brad and Douglas (1993) Financial news columns Wall Street Journal 48 + 48 stock picks
Schumaker and Chen (2009) Financial news Yahoo Finance 9,211
Wu et al. (2009) General news The Standard ?
Lumsdaine (2010) News readership data Bloomberg ?
Fehrer and Feuerriegel (2015) Ad hoc announcements Corporate disclosures 8359 headlines
Yu et al. (2013) General news and social media Google Blogs, BoardReader, Twitter, Google News 52,746 messages
Hagenau et al. (2013) Corporate announcements and financial news DGAP, EuroAdhoc 10,870 and 3478 respectively
Shen et al. (2016) General news Baidu News 6250 articles
Ding et al. (2015) Financial news Reuters and Bloomberg 664,399 Documents
Zhang et al. (2016) Financial news Column NetEase 136 + 106 events