RT Journal Article SR Electronic T1 Investing in US 10-Year Yields with News Sentiment JF The Journal of Investing FD Institutional Investor Journals SP 43 OP 46 DO 10.3905/joi.2018.27.4.043 VO 27 IS 4 A1 Nina Gotthelf A1 Matthias W. Uhl YR 2018 UL https://pm-research.com/content/27/4/43.abstract 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