Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Dehua Shen, Xiao Li, Wei Zhang
| Year of publication: |
2018
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|---|---|
| Authors: | Shen, Dehua ; Li, Xiao ; Zhang, Wei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 69.2018, p. 127-133
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| Subject: | Baidu News | Information flow | Mixture of Distribution Hypothesis | Return volatility | Sequential Information Arrival Hypothesis | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Kapitaleinkommen | Capital income | Schätzung | Estimation | Informationsökonomik | Economics of information | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.09.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012016139