Language sentiment in fundamental and noise trading : evidence from crude oil
Simon Alfano , Stefan Feuerriegel & Dirk Neumann
| Year of publication: |
2020
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| Authors: | Alfano, Simon ; Feuerriegel, Stefan ; Neumann, Dirk |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 49, p. 5343-5363
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| Subject: | Kalman filter | state-space model | news sentiment | noise trader theory | crude oil | Noise Trading | Noise trading | Erdöl | Petroleum | Zustandsraummodell | State space model | Schätzung | Estimation | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Theorie | Theory | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Ölpreis | Oil price | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1763245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307686