Does perception matter in asset pricing? : modeling volatility jumps using Twitter-based sentiment indices
Year of publication: |
2022
|
---|---|
Authors: | Sanford, Anthony |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 23.2022, 3, p. 262-280
|
Subject: | Behavioral finance | Big data | News | Social media | Volatility jumps | Volatilität | Volatility | Social Web | Social web | Anlageverhalten | Behavioural finance | CAPM |
-
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon, (2020)
-
Cioroianu, Iulia, (2021)
-
Cryptocurrency price volatility and investor attention
Al Guindy, Mohamed, (2021)
- More ...
-
Discrimination in the Stock Market : Board Gender and Stock Performance
Sanford, Anthony, (2019)
-
Optimized Portfolio Using a Forward-Looking Expected Tail Loss
Sanford, Anthony, (2019)
-
Information Content of Option Prices : Comparing Analyst Forecasts to Option-Based Forecasts
Sanford, Anthony, (2019)
- More ...