Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets

Ali Atiah Alzahrani

Papers from arXiv.org

Abstract: Machine-learning signals built from financial text treat what institutions say, and what the media repeat, as evidence about value. But whoever shapes a narrative may be trading against it. We study markets with three observable voices: institutional statements (Say), media repetition (Echo) and revealed positioning (Do). We ask when words should be followed and when they should be faded. In a linear-quadratic model of an informed institution that speaks and trades before a partly credulous crowd, talking an asset down while buying it is optimal exactly when $\varphi^2

Date: 2026-09
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2609.38545 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2609.38545

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().