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Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015

different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An … increased (negative) sentiment will influence volatility as well as volume. This influence is contingent on the lexical … produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is …

Persistent link: https://www.econbiz.de/10010471736

Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10010400989

Information content for investor groups in TAIEX futures trading

Lin, Mei-Chen - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 433-466

Persistent link: https://www.econbiz.de/10009388575

Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models

Arellano, Miguel Ataurima; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012654810

The skewness index : uncovering the relationship with volatility and market returns

Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Applied economics 53 (2021) 31, pp. 3619-3635

Persistent link: https://www.econbiz.de/10012589497

Stock market bubbles and the forecastability of gold returns (and volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2022

Persistent link: https://www.econbiz.de/10013253753

Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?

Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242

Persistent link: https://www.econbiz.de/10013204855

Returns and volume : frequency connectedness in cryptocurrency markets

Fousekis, Panajiotis; Tzaferi, Dimitra - In: Economic modelling 95 (2021), pp. 13-20

Persistent link: https://www.econbiz.de/10012695625

The impact of cash flow statement components on stock volatility : evidence from Qatar

Al Zobi, Mo'taz Kamel; Al-Dhaimesh, Othman Hel - In: Investment management and financial innovations 18 (2021) 2, pp. 365-373

Persistent link: https://www.econbiz.de/10012698636

Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data

Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10012794059

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