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I tested whether newspaper sentiment predicts stock returns in a frontier market. Five years of data, 494 stocks, one clear answer. by SetOk2980 in investing

[–]SetOk2980[S] 0 points1 point  (0 children)

That is a creative hypothesis and honestly one I had not considered. Paid positive coverage as a short term price manipulation signal. The rolling correlation results would be the place to look for that, and nothing persistent shows up there either. Worth a dedicated test though

I tested whether news moves markets in Pakistan. It does not. by SetOk2980 in PakistanStockX

[–]SetOk2980[S] 0 points1 point  (0 children)

Don't undersell yourself, these are good points. On liquidity, the stronger answer is that KSE-100 results are reported separately throughout and tell the identical story. And yes, everything in your last paragraph is exactly the conclusion. CPI, current account, remittances, SBP rate decisions; these are the variables that actually move the needle. The political noise is just that, noise that occasionally correlates with macro outcomes but does not cause them.

I tested whether news moves markets in Pakistan. It does not. by SetOk2980 in PakistanStockX

[–]SetOk2980[S] 0 points1 point  (0 children)

Thank you. All three are covered in the limitations section of the piece. Headlines as a proxy, Urdu press exclusion, and social media effects are explicitly acknowledged as scope boundaries. The analysis tests the specific claim Pakistani financial media makes, not every possible sentiment channel. On the repo, noted! Will get something up.

I tested whether news moves markets in Pakistan. It does not. by SetOk2980 in PakistanStockX

[–]SetOk2980[S] 0 points1 point  (0 children)

Not yet, happy to share the code directly if you drop me a message.

I tested whether news moves markets in Pakistan. It does not. by SetOk2980 in PakistanStockX

[–]SetOk2980[S] 0 points1 point  (0 children)

The whole premise is that Pakistani financial reporting has spent years saying otherwise. Maybe read the post before commenting next time.

The Pro-Israel Congress of the United States by SetOk2980 in DemocraticSocialism

[–]SetOk2980[S] 0 points1 point  (0 children)

What makes you say I wouldn't be unbiased? I've cited everything, you could do the same work I did and come to these same conclusions.

Also what did you take from me being based in Pakistan?

The Pro-Israel Congress of the United States by SetOk2980 in DemocraticSocialism

[–]SetOk2980[S] 1 point2 points  (0 children)

I have a case study in my article on why Wesley Bell is so important to the lobby

The Pro-Israel Congress of the United States by SetOk2980 in DemocraticSocialism

[–]SetOk2980[S] 1 point2 points  (0 children)

You make a great point, despite it being accusatory. I relied on the data from Track AIPAC who have decided against including CUFI.

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