Impact of public news sentiment on stock market index return and volatility
Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon
| Year of publication: |
2023
|
|---|---|
| Authors: | Anese, Gianluca ; Corazza, Marco ; Costola, Michele ; Pelizzon, Loriana |
| Subject: | Dictionary | Investor sentiment | LSTM neural networks | NLP | Public financial news | S&P 500 | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Neuronale Netze | Neural networks | Aktienmarkt | Aktienindex | Stock index | Schätzung | Estimation | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00454-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014391980