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, pages 37-61.
- Apergis, Nicholas, 2015. "Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 54-62.
- Adam Clements & Yin Liao, "undated". "News and network structures in equity market volatility," NCER Working Paper Series 110, National Centre for Econometric Research.
- Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016. "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, pages 275-282.
- Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016. "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, pages 1-6.
- 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.
- Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
- 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, pages 35-45.
- Smales, L.A., 2016. "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, pages 125-134.
- Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016.
"A comparison of investors’ sentiments and risk premium effects on valuing shares,"
Finance Research Letters,
Elsevier, pages 1-6.
- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, "undated". "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers 15/01, University of Nottingham, Granger Centre for Time Series Econometrics.
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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