User profiles for Matthias W. Uhl

Matthias W. Uhl

University of Zurich
Verified email at uzh.ch
Cited by 513

What's in the news? Using news sentiment momentum for tactical asset allocation

MW Uhl, M Pedersen, O Malitius - The Journal of Portfolio …, 2015 - jpm.pm-research.com
News and news sentiment often influence financial markets and asset prices. Investors
commonly recognize this, but only a few studies have used news sentiment in news to predict …

Reuters sentiment and stock returns

MW Uhl - Journal of Behavioral Finance, 2014 - Taylor & Francis
Sentiment from more than 3.6 million Reuters news articles is tested in a vector autoregression
model framework on its ability to forecast returns of the Dow Jones Industrial Average …

Robo-advisors versus traditional investment advisors: An unequal game

MW Uhl, P Rohner - The Journal of Wealth Management, 2018 - pm-research.com
Robo-advice has become a key buzzword in the financial and technology industries recently.
Robo-advisors are digital wealth management platforms that provide automated financial …

News sentiment: A new yield curve factor

N Gotthelf, MW Uhl - Journal of Behavioral Finance, 2019 - Taylor & Francis
The authors show that sentiments from newspaper articles can explain and predict movements
in the term structure of US government bonds. This effect is stronger at the short end of …

Volatility aversion in the options market based on news sentiment

MW Uhl - Journal of Derivatives, 2018 - jod.pm-research.com
The author identifies and explains asymmetric reactions in the implied volatility of S&P 500
Index options across the term structure based on news sentiment. The asymmetry of the …

Explaining US consumer behavior with news sentiment

MW Uhl - ACM Transactions on Management Information …, 2011 - dl.acm.org
We introduce a novel dataset with a news sentiment index that was constructed from a selection
of over 300,000 newspaper articles from five of the top ten US newspapers by circulation…

Technical analysis: Novel insights on contrarian trading

P Eugster, MW Uhl - European Financial Management, 2023 - Wiley Online Library
We analyze the predictive power of technical analysis with a novel data set based on news
sentiment that allows to systematically examine a set of technical analysis indicators over an …

[HTML][HTML] Forecasting inflation using sentiment

P Eugster, MW Uhl - Economics Letters, 2024 - Elsevier
Using algorithmically scored sentiment of almost 730.000 news articles between Q1 2003
and Q4 2021, we construct an index and analyze its predictive power for US inflation for up to …

Increasing investor happiness with holistic and goal-based investment advice

P Rohner, MW Uhl - The Journal of Wealth Management, 2018 - pm-research.com
Aclient’s holistic wealth situation is the most important aspect for prudent wealth and
investment advice (Cerulli Associates [2013]). Banks and investment advisors tend to overlook …

Emotions matter: Sentiment and momentum in foreign exchange

MW Uhl - Journal of Behavioral Finance, 2017 - Taylor & Francis
The author introduces news sentiment as a variable that can explain and predict subsequent
changes in the USD/EUR exchange rate and therefore close a gap in the foreign exchange …