Stock return and volatility reactions to information demand and supply
Faten Moussa, Ezzeddine Delhoumi, Olfa Ben Ouda
| Year of publication: |
January 2017
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|---|---|
| Authors: | Moussa, Faten ; Delhoumi, Ezzeddine ; Ben Ouda, Olfa |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 54-67
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| Subject: | GARCH model | Google trends database | Information demand | Information supply | Multiple correspondence analysis (MCA) | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.07.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876415