News sentiment and the investor fear gauge
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Smales, Lee A., 2016. "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 37-61.
- D Aromi & A Clements, 2018. "Media attention and crude oil volatility: Is there any 'new' news in the newspaper?," NCER Working Paper Series 118, National Centre for Econometric Research.
- repec:bla:irvfin:v:16:y:2016:i:4:p:659-675 is not listed on IDEAS
- repec:eee:riibaf:v:44:y:2018:i:c:p:459-470 is not listed on IDEAS
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- Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016. "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, vol. 16(C), pages 275-282.
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"A comparison of investors’ sentiments and risk premium effects on valuing shares,"
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- Adam Clements & Joanne Fuller & Vasilios Papalexiou, 2015. "Public news flow in intraday component models for trading activity and volatility," NCER Working Paper Series 106, National Centre for Econometric Research.
- Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin, 2016. "Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 35-45.
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More about this item
KeywordsNews sentiment; VIX; Implied volatility; Stock market; Investor behaviour;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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