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Search: subject:"news sentiment"
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ARCH model
News sentiment
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Ankündigungseffekt
40
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37
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news sentiment
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Shi, Yanlin
5
Ho, Kin-Yip
4
Zhang, Zhaoyong
2
Date, Paresh M.
1
Feng, Lingbing
1
Fu, Tong
1
Hsu, Yen-Ju
1
Jiang, Shangrong
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Li, Xuerong
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International review of economics & finance : IREF
2
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1
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ECONIS (ZBW)
8
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1
How does
news
sentiment
affect the states of Japanese stock return volatility?
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
Saved in:
2
News
sentiment
and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
3
News
sentiment
and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
4
The role of
news
sentiment
in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
Saved in:
5
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
6
News augmented GARCH(1,1) model for volatility prediction
Sadik, Zryan A.
;
Date, Paresh M.
;
Mitra, Gautam
- In:
IMA journal of management mathematics
30
(
2019
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10012057108
Saved in:
7
Public information arrival and stock return volatility : evidence from
news
sentiment
and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
8
How does
news
sentiment
impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
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