Financial press and stock markets in times of crisis
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Cited by:
- Tao Chen & Erin P. K. So & Isabel K. M. Yan, 2021. "Are crises sentimental?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 962-985, January.
- Matija Piv{s}korec & Nino Antulov-Fantulin & Petra Kralj Novak & Igor Mozetiv{c} & Miha Grv{c}ar & Irena Vodenska & Tomislav v{S}muc, 2014. "News Cohesiveness: an Indicator of Systemic Risk in Financial Markets," Papers 1402.3483, arXiv.org.
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More about this item
Keywords
2008/2009 financial crisis; financial press; bad news; market volatility; dynamic correlation; Wall Street Journal; pessimism.;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2012-06-25 (Financial Markets)
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