Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
Year of publication: |
2014
|
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Authors: | Allen, David E. ; McAleer, Michael ; Singh, Abhay K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | DJIA | Sentiment Scores | TRNA | Conditional Volatility Models |
Series: | Tinbergen Institute Discussion Paper ; 14-014/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 77713070X [GVK] hdl:10419/98873 [Handle] RePEc:dgr:uvatin:20140014 [RePEc] |
Classification: | c58 ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
Allen, David Edmund, (2014)
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Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
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Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
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