PT - JOURNAL ARTICLE AU - Nina Gotthelf AU - Matthias W. Uhl TI - Investing in US 10-Year Yields with News Sentiment AID - 10.3905/joi.2018.27.4.043 DP - 2018 Nov 30 TA - The Journal of Investing PG - 43--46 VI - 27 IP - 4 4099 - https://pm-research.com/content/27/4/43.short 4100 - https://pm-research.com/content/27/4/43.full AB - 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