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Chart: Portfolio Size Diagnostics
- 15 March 2026
Number of stocks in the long and short portfolios through time.
Chart: Overnight vs Intraday RavenPack News
- 15 March 2026
Daily proportion of RavenPack headlines posted outside vs inside market hours (ET), with average lines.
Chart: Figure 5: Portfolio Performance (Paper Sample)
- 15 March 2026
Cumulative portfolio value for the long-short strategy and benchmark variants over the paper sample.
Chart: Figure 5: Portfolio Performance (Full Sample)
- 15 March 2026
Cumulative portfolio value for the long-short strategy and benchmark variants over the full sample.