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Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets
Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
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Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong; Chen, Cathy W. S.; Asai, Manabu - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10010471736
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The impact of overconfidence on investors' decisions
Adel, Boubaker; Mariem, Talbi - In: Business and Economic Research : BER 3 (2013) 2, pp. 53-75
Persistent link: https://www.econbiz.de/10010376699
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Whose disagreement matters? : household belief dispersion and stock trading volume
Li, Dan; Li, Geng - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1859-1900
Persistent link: https://www.econbiz.de/10012694412
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Forecasting abnormal stock returns and trading volume using investor sentiment : evidence from online search
Joseph, Kissan; Wintoki, M. Babajide; Zhang, Zelin - In: International journal of forecasting 27 (2011) 4, pp. 1116-1127
Persistent link: https://www.econbiz.de/10009316811
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Trading volume, return variability and short-term momentum
Gökçen, Umut; Post, Thierry - In: The European journal of finance 24 (2018) 1/3, pp. 231-249
Persistent link: https://www.econbiz.de/10012244308
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Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks
Herberger, Tim; Horn, Matthias; Oehler, Andreas - In: Financial markets and portfolio management 34 (2020) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10012289620