2 papers
cs.AI2026
Buy the Rumor, Sell the News: When Is News Priced In?
Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini +2
Two old market sayings hold that news is already priced in by the time it is published, and that the rumor is bought while the news is sold. Both place the price move associated wi…
q-fin.PM2026
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini +1
Large language models can extract richer signals from financial news than fixed sentiment lexicons, and recent work has explored feeding such signals into portfolio construction. W…