Volume, volatility, and public news announcements (Q4610477)
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scientific article; zbMATH DE number 7005237
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volume, volatility, and public news announcements |
scientific article; zbMATH DE number 7005237 |
Statements
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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0.8170311450958252
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0.7321385145187378
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0.7241164445877075
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0.7130368947982788
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0.7119622826576233
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