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Realized stock market volatility of the United States : the role of employee sentiment

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Dynamic impacts of crude oil price on Chinese investor sentiment : nonlinear causality and time-varying effect

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Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect

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The relationship between individual investor sentiment, stock return and volatility : evidence from the Turkish market

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Financial returns, sentiment and market volatility : a dynamic assessment

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FTSE MIB index and its volatility, is examined using a trivariate Vector Autoregressive model, taking into account the …

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Financial returns, sentiment and market volatility : a dynamic assessment

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Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015

different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An … increased (negative) sentiment will influence volatility as well as volume. This influence is contingent on the lexical … produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is …

Persistent link: https://www.econbiz.de/10010471736