← Back to results The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence Zaäfri Ananto Husodo & Muhamad Nagib Alatas
What the paper says This study examines how news intensity and investor numbers affect the link between news sentiment and equity price movements in Indonesia, using the LQ45 Index. Applying methods such as correlation analysis, CAPM, VAR, Granger causality tests, and rolling correlations, we find that higher news intensity and investor participation strengthen the connection between news sentiment and stock returns while also increasing volatility. The findings suggest that incorporating news sentiment analysis can improve market stability and investment decisions in developing economies.
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@article{zaäfri2025,
title = {{The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence}},
author = {Zaäfri Ananto Husodo & Muhamad Nagib Alatas},
journal = {Bulletin of Monetary Economics and Banking},
year = {2025},
doi = {https://doi.org/https://doi.org/10.59091/2460-9196.2353},
} TY - JOUR
TI - The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence
AU - Husodo, Zaäfri Ananto
AU - Alatas, Muhamad Nagib
JO - Bulletin of Monetary Economics and Banking
PY - 2025
ER - Zaäfri Ananto Husodo & Muhamad Nagib Alatas (2025). The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence. *Bulletin of Monetary Economics and Banking*. https://doi.org/https://doi.org/10.59091/2460-9196.2353 Zaäfri Ananto Husodo & Muhamad Nagib Alatas. "The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence." *Bulletin of Monetary Economics and Banking* (2025). https://doi.org/https://doi.org/10.59091/2460-9196.2353. The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence
Zaäfri Ananto Husodo & Muhamad Nagib Alatas · Bulletin of Monetary Economics and Banking · 2025
https://doi.org/https://doi.org/10.59091/2460-9196.2353 Copy
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Flag this paper Evidence weight Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
F · citation impact 0.16 × 0.4 = 0.06 M · momentum 0.53 × 0.15 = 0.08 V · venue signal 0.50 × 0.05 = 0.03 R · text relevance † 0.50 × 0.4 = 0.20
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