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Asymmetric attention and volatility asymmetry

Citations

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Cited by:

  1. M’bakob, Gilles Brice, 2025. "Cryptocurrencies and financial market stability: Theoretical modeling and empirical evidence of spillover effects from sequential attention cycles of crypto investors," Research in International Business and Finance, Elsevier, vol. 80(C).
  2. Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020. "Media attention and the volatility effect," Finance Research Letters, Elsevier, vol. 36(C).
  3. Yen-Ju Hsu & Yang-Cheng Lu & J. Jimmy Yang, 2021. "News sentiment and stock market volatility," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1093-1122, October.
  4. Meng, Jingjing & Song, Wenjing & Yu, Mei & Qin, Zixuan, 2026. "Information and stock returns: Evidence from high-frequency data in China's ETF options market," Pacific-Basin Finance Journal, Elsevier, vol. 96(C).
  5. Kuo-Jung Lee & Su-Lien Lu & You Shih, 2018. "Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets," JRFM, MDPI, vol. 11(2), pages 1-25, March.
  6. Hyunjoo Kim Karlsson & Yushu Li, 2026. "Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-32, December.
  7. Chen, Shuning & Zhang, Wei & Feng, Xu & Xiong, Xiong, 2020. "Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China," Finance Research Letters, Elsevier, vol. 36(C).
  8. Arsi, Sonia, 2026. "Bitcoin futures in the Google search arena," Finance Research Letters, Elsevier, vol. 88(C).
  9. Shekar Bose & Hafizur Rahman, 2022. "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , vol. 12(4), pages 21582440221, October.
  10. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle, 2020. "Fear of hazards in commodity futures markets," Journal of Banking & Finance, Elsevier, vol. 119(C).
  11. Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023. "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, vol. 119(C).
  12. Kim Karlsson, Hyunjoo & Li, Yushu, 2024. "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics 10/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
  13. Radmir Mishelevich Leushuis & Nicolai Petkov, 2026. "Advances in forecasting realized volatility: a review of methodologies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-29, December.
  14. Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
  15. Liang, Chao & Wang, Lu & Duong, Duy, 2024. "More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 1-19.
  16. Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024. "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, master's student. Research Interests: option pricing, v," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  17. repec:aen:journl:ej43-si1-nguyen is not listed on IDEAS
  18. Bissoondoyal-Bheenick, Emawtee & Do, Hung & Hu, Xiaolu & Zhong, Angel, 2022. "Sentiment and stock market connectedness: Evidence from the U.S. – China trade war," International Review of Financial Analysis, Elsevier, vol. 80(C).
  19. Sobti, Neharika, 2025. "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, vol. 105(C).
  20. Meng, Jingjing & Qin, Qilin & Yu, Mei, 2025. "Impacts of pandemic shocks on China's financial options volatility: Evidence from COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
  21. Yuan, Ying & Wang, Haiying & Jin, Xiu, 2022. "Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19," International Review of Financial Analysis, Elsevier, vol. 83(C).
  22. Yingying Xu & Donald Lien, 2022. "Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 259-278, March.
  23. Kalu O. Emenike & Omweno N. Enock, 2020. "How Does News Affect Stock Return Volatility in a Frontier Market?," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(4), pages 433-443, November.
  24. Markus Vogl, 2022. "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, vol. 2(12), pages 1-69, December.
  25. Lu Wang & Shan Li & Chao Liang, 2024. "Exploring the impact of oil security attention on oil volatility: A new perspective," International Finance, Wiley Blackwell, vol. 27(1), pages 61-80, April.
  26. Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021. "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
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