Impact of network investor sentiment and news arrival on jumps
Wenwen Liu, Chang Zhang, Gaoxiu Qiao, Lei Xu
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Wenwen ; Zhang, Chang ; Qiao, Gaoxiu ; Xu, Lei |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-16
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| Subject: | Macro news announcements | Market jump | Market returns | Network investor sentiment | Realized variance | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101780 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013538989