Does continuous good news still mean good news for market volatility?
Shaobin Ding, Hongju Wang, Qin Sun
| Year of publication: |
2025
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|---|---|
| Authors: | Ding, Shaobin ; Wang, Hongju ; Sun, Qin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106640, p. 1-8
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| Subject: | Stock market volatility | Behavioral finance | Extrapolated expectations | Volatility asymmetry | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Theorie | Theory | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106640 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015207088