Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2015
different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An … increased (negative) sentiment will in uence volatility as well as volume. This influuence is contingent on the lexical … produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is …