How does news affect biopharma stock prices?: An event study

• Joonhyuk Cho,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliations Laboratory for Financial Engineering, MIT, Cambridge, MA, United States of America, Department of Electrical Engineering and Computer Science, MIT, Cambridge, MA, United States of America, Computer Science and Artificial Intelligence Laboratory, MIT, Cambridge, MA, United States of America

  https://orcid.org/0000-0003-0215-8963

  ⨯
• Manish Singh,

  Roles Conceptualization, Formal analysis, Methodology, Validation, Writing – original draft

  Affiliations Laboratory for Financial Engineering, MIT, Cambridge, MA, United States of America, Department of Electrical Engineering and Computer Science, MIT, Cambridge, MA, United States of America, Computer Science and Artificial Intelligence Laboratory, MIT, Cambridge, MA, United States of America

  ⨯
• Andrew W. Lo

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Resources, Supervision, Validation, Writing – review & editing

  * E-mail: alo@mit.edu

  Affiliations Laboratory for Financial Engineering, MIT, Cambridge, MA, United States of America, Computer Science and Artificial Intelligence Laboratory, MIT, Cambridge, MA, United States of America, Operations Research Center, MIT, Cambridge, MA, United States of America, Sloan School of Management, MIT, Cambridge, MA, United States of America, Santa Fe Institute, Santa Fe, NM, United States of America

  https://orcid.org/0000-0003-2944-7773

  ⨯