Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Year of publication: |
2023
|
---|---|
Authors: | Lang, Qiaoqi ; Wang, Jiqian ; Ma, Feng ; Huang, Dengshi ; Wahab Mohamed Ismail, Mohamed |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 13.2023, 2, p. 263-284
|
Subject: | Baidu index | High-frequency data | Internet forum | Internet information | Realized volatility forecasting | Internet | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | Aktienindex | Stock index | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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