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The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng - In: Applied economics 55 (2023) 48, pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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Investor sentiment and stock return volatility : evidence from the Indian Stock Exchange
Sreenu, N.; Naik, Suresh - In: Asia-Pacific journal of business administration 14 (2022) 4, pp. 467-478
Persistent link: https://www.econbiz.de/10013536879
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
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Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca; Corazza, Marco; Costola, Michele; … - 2021
Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which...
Persistent link: https://www.econbiz.de/10012629835
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Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca; Corazza, Marco; Costola, Michele; … - In: Computational management science 20 (2023) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014391980
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Time-series and cross-sectional momentum in Indian stock market
Simarjeet Singh; Walia, Nidhi - In: Copernican Journal of Finance & Accounting : CJF&A 9 (2020) 3, pp. 161-176
Persistent link: https://www.econbiz.de/10012506310
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Indexing CNX NIFTY 50 momentum effects
Misra, Arun Kumar; Mohapatra, Sabyasachi - In: Margin: the journal of applied economic research 9 (2015) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10011339449
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Sustainability stock exchange indexes and investor expectations : multivariate evidence from DJSI-Stoxx
Ortas, Eduardo; Moneva, José M. - In: Spanish journal of finance and accounting 40 (2011) 151, pp. 395-416
Persistent link: https://www.econbiz.de/10009708541
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Market mood index and stock market : evidence from National Stock Exchange
Seth, Neha; Kumar, Yogesh - In: Theoretical and applied economics : GAER review 30 (2023) 1/634, pp. 263-272
Persistent link: https://www.econbiz.de/10014434800
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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093