Examining the effects of news and media sentiments on volatility and correlation : evidence from the UK
Mohammad Alomari, Abdel Razzaq Al Rababa’a, Ghaith El-Nader, Ahmad Alkhataybeh, Mobeen Ur Rehman
| Year of publication: |
2021
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|---|---|
| Authors: | Alomari, Mohammad ; Al Rababa'a, Abdel Razzaq ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; Ur Rehman, Mobeen |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 82.2021, p. 280-297
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| Subject: | Principal Component Analysis | Sentiment | Stock-bond correlation | Volatility | Volatilität | Korrelation | Correlation | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Aktienmarkt | Stock market | Hauptkomponentenanalyse | Principal component analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258478