Market distraction and near-zero daily volatility persistence
Jianxin Wang
| 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
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| Subject: | Analyst attention | Journalist attention | Market sentiment | Seasonality | Volatility persistence | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Saisonale Schwankungen | Seasonal variations | Finanzanalyse | Financial analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366256