that can be conveniently parameterised by the first two moments. However, with market volatility increasing over time and …

volatility variable, when included into the training sample, boosts the predictive power of the model significantly. -- CART …

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 …