Language sentiment in fundamental and noise trading : evidence from crude oil
Year of publication: |
2020
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Authors: | Alfano, Simon ; Feuerriegel, Stefan ; Neumann, Dirk |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 49, p. 5343-5363
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Subject: | Kalman filter | state-space model | news sentiment | noise trader theory | crude oil | Noise Trading | Noise trading | Zustandsraummodell | State space model | Erdöl | Petroleum | Volatilität | Volatility | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
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