, high volatility, and high sensitivity. Interestingly, the study documents that in the Indian market investor attention is …

stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic …

market volatility as measured by the VIX. Implying that investor purchase decisions are primarily driven by returns and sale …

effects of highs and lows on a stock's beta and return volatility. We find that implied volatilities and stock betas decrease …

volatility in Group of 20 countries using various methods, including panel regression with fixed effects, panel quantile … and negative investor sentiments and stock market returns and volatility. Specifically, an increase in positive investor …. The effect of investor sentiment on volatility is consistent across the distribution: negative sentiment increases …

The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic … indicators. In addition, we divide the realized volatility into continuous and jump parts, and then investigate the effects of … trading (VPIN), on the path of investor sentiment affecting stock volatility. It is evidenced that investor sentiments are …