Before revision:  Conversely, when considering a  news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50  %DIF < of the companies such signal Granger-causes price returns.
After revision:  Conversely, when considering a  news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50  %DIF < of the companies such signal Granger-causes price returns.