News sentiment and stock market volatility
Year of publication: |
2021
|
---|---|
Authors: | Hsu, Yen-Ju ; Lu, Yang-cheng ; Yang, J. Jimmy |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 3, p. 1093-1122
|
Subject: | Volatility | GARCH model | Asymmetric effect | News sentiment | Macroeconomic news | Schätzung | Estimation | Volatilität | ARCH-Modell | ARCH model | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
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