Language, news and volatility
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DOI: 10.1016/j.intfin.2016.03.002
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- Byström, Hans, 2014. "Language, News and Volatility," Working Papers 2014:41, Lund University, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
News aggregator; Language; Volatility; Stock market; Chinese;JEL classification:
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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