Market distraction and near-zero daily volatility persistence
Year of publication: |
2022
|
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Authors: | Wang, Jianxin |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 80.2022, p. 1-14
|
Subject: | Analyst attention | Journalist attention | Market sentiment | Seasonality | Volatility persistence | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Saisonale Schwankungen | Seasonal variations |
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