News Aggregators, Volatility and the Stock Market

In this paper we employ the news aggregator GoogleTM News to demonstrate a strong link between the volatility in the stock market and the amount of news available to market participants. The paper also highlights some other areas, in finance and elsewhere, where news aggregators could be useful.

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Year of publication:	2009
Authors:	Byström, Hans
Publisher:	Lund : Lund University, School of Economics and Management, Department of Economics
Subject:	news aggregator \| volatility

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Series:	Working Paper ; 2009:11
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	60804430X [GVK] hdl:10419/259973 [Handle] RePEc:hhs:lunewp:2009_011 [RePEc]
Classification:	C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; D80 - Information and Uncertainty. General ; G10 - General Financial Markets. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10013208544