Distillation of news flow into analysis of stock reactions
Junni L. Zhang, Wolfgang K. Härdle, Cathy Y. Chen, Elisabeth Bommes
| Year of publication: |
October 2016
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|---|---|
| Authors: | Zhang, Junni L. ; Härdle, Wolfgang ; Chen, Cathy Y. ; Bommes, Elisabeth |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 4, p. 547-563
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| Subject: | Attention analysis | Investor sentiment | Returns | Sector analysis | Trading volume | Volatility simulation | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Handelsvolumen der Börse | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1110525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011692403