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Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index

Bandopadhyaya, Arindam; Jones, Anne Leah - In: Journal of business & economics research 6 (2008) 8, pp. 27-34

Persistent link: https://www.econbiz.de/10003778964

Volatility and stock price indexes

Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262

Persistent link: https://www.econbiz.de/10010345452

The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM

Benson, Karen; Pope, Peter J.; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 20-35

Persistent link: https://www.econbiz.de/10001807026

Agent-based simulation of wealth, capital and asset distribution on stock markets

Moiseev, Nikita A.; Akhmadeev, Bulat A. - In: Journal of interdisciplinary economics 29 (2017) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011730397

How does node centrality in a financial network affect asset price prediction?

Xu, Yuhong - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014580842

Networks of news and cross-sectional returns

Hu, Junjie; Härdle, Wolfgang - 2021 - This draft: October 2021

We uncover networks from news articles to study cross-sectional stock returns. By analyzing a huge dataset of more than … 1 million news articles collected from the internet, we construct time-varying directed networks of the S&P500 stocks …. The well-defined directed news networks are formed based on a modest assumption about firm-specific news structure, and we …

Persistent link: https://www.econbiz.de/10012697603

To what extent do network effects moderate the relationship between social media propagated news and investors' perceptions?

Khan Feroz, Noushad; Hassan, Gazi M.; Cameron, Michael - In: Research in economics : an international review of economics 76 (2022) 3, pp. 170-188

Persistent link: https://www.econbiz.de/10014230131

Financial marketś appetite for risk : and the challenge of assessing its evolution by risk appetite indicators

Uhlenbrock, Birgit - 2009

improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …

Persistent link: https://www.econbiz.de/10003857724

Information content of changes in index composition

Yun, Jooyoung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 40 (2011) 2, pp. 317-346

Persistent link: https://www.econbiz.de/10009231406

Pricing market index target-term securities

Chen, K. C.; Taylor, James C.; Wu, Lifan - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 11-18

Persistent link: https://www.econbiz.de/10001664124

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