TY - JOUR T1 - Investing in US 10-Year Yields with News Sentiment JF - The Journal of Investing SP - 43 LP - 46 DO - 10.3905/joi.2018.27.4.043 VL - 27 IS - 4 AU - Nina Gotthelf AU - Matthias W. Uhl Y1 - 2018/11/30 UR - https://pm-research.com/content/27/4/43.abstract N2 - The tonality of news reporting has been shown to have explanatory and predictive power for equity prices. Using a novel approach and data set, the authors demonstrate that the news sentiment effect also holds for US government bond duration. They construct a successful trading strategy for the US 10-year government bond yield based on news sentiment.TOPICS: Fixed income and structured finance, statistical methods ER -