Allen, David Edmund; McAleer, Michael; Singh, Abhay K. - Facultad de Ciencias Económicas y Empresariales, … - 2014
This paper features an analysis of the relationship between the volatility of the Dow Jones Industrial Average (DJIA) Index and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA) provided by SIRCA (The Securities Industry Research Centre of the Asia...