different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An … increased (negative) sentiment will influence volatility as well as volume. This influence is contingent on the lexical … produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is …

accuracy of stock return volatility. Unfortunately, most of them were lack of out-of-sample validations, had inadequate … sentiment measures have extra predictive value for forecasting volatility when controlling for technical measures. Using a large … predicting stock volatility for different forecast horizons and different time window, while controlling for technical measures …