Time-varying relationship of news sentiment, implied volatility and stock returns
Year of publication: |
October-November 2016
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Authors: | Smales, Lee A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 49/51, p. 4942-4960
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Subject: | News sentiment | stock market | implied volatility | trading strategy | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
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