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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
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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
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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
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Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin; Liu, Wai-man; Ho, Kin-Yip - In: Journal of empirical finance 37 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
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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
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Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 52 (2017), pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
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A novel approach to portfolio selection using news volume and sentiment
Ho, Kin-Yip; Wang, Kun; Wang, Wanbin Walter - In: International review of finance : the official journal … 23 (2023) 4, pp. 903-917
Persistent link: https://www.econbiz.de/10014440425