Time-variation in the impact of news sentiment
Lee A. Smales
| Year of publication: |
2015
|
|---|---|
| Authors: | Smales, Lee A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 37.2015, p. 40-50
|
| Subject: | News sentiment | Industry portfolios | Time-variation | VIX | Stock Returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie der Arbeitslosigkeit | Unemployment theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011316615