Similar Search Results

Intraday momentum and reversal in Chinese stock market

Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88

Persistent link: https://www.econbiz.de/10012420230

State dependence of aggregated risk aversion : evidenve for the German stock market

Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281

Persistent link: https://www.econbiz.de/10011554687

Measuring China's stock market sentiment

Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019

volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …

Persistent link: https://www.econbiz.de/10012125620

Stock return predictability and investor sentiment : a high-frequency perspective

Sun, Licheng; Najand, Mohammad; Shen, Jiancheng - In: Journal of banking & finance 73 (2016), pp. 147-164

Persistent link: https://www.econbiz.de/10011635681

Can internet search queries help to predict stock market volatility?

Dimpfl, Thomas; Jank, Stephan - In: European financial management : the journal of the … 22 (2016) 2, pp. 171-192

Persistent link: https://www.econbiz.de/10011482049

Sentiment dynamics and volatility of international stock markets

Aydogan, Berna - In: Eurasian business review 7 (2017) 3, pp. 407-419

France and Germany, stock market volatility is sensitive to negative shock in investor sentiment, supporting the existence of …This study attempts to analyze the effects of investor sentiment on volatility of nine stock markets, and capture the … for France and Germany, but statistically significant and positive for Ireland alone. The results provide evidence that in …

Persistent link: https://www.econbiz.de/10011813522