Volume, Volatility, and Public News Announcements (Q4610477)
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scientific article; zbMATH DE number 7005237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volume, Volatility, and Public News Announcements |
scientific article; zbMATH DE number 7005237 |
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Volume, Volatility, and Public News Announcements (English)
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23 January 2019
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differences-of-opinion
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high-frequency data
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jumps
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macroeconomic news announcements
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trading volume
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stochastic volatility
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economic uncertainty
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textual sentiment
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