Buy the Rumor, Sell the News: When Is News Priced In?

By Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini, Sid Ghatak, Arman Khaledian

Published 2026-08-14

Everscope rating
1860.9
Relevance to quantitative trading
9 / 10
Implementation complexity
7 / 10
Reproducibility
3 / 5

About this paper

Methodology: Distilled LLM Tagging with Placebo-Controlled Event Study. Problem types: Classification, Active Learning, Clustering, Natural Language Processing, Transfer Learning, Dimensionality Reduction Techniques (PCA, ICA, t-SNE, UMAP).

arXiv:2608.14014 ยท Paper rankings

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