Work

Which sentiment index is more informative to forecast stock market volatility? Evidence from China

Year: 2020

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2020.101552

Authors: Chao Liang, Linchun Tang, Yan Li, Yu Wei

Institutions: Southwest Jiaotong University, Yunnan University of Finance And Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Humanities and Social Science Fund of Ministry of Education of China

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, G2801031380, G4958808415, G533265714, G5637369601, G8267228385

OpenAlex ID: W3043359482

FWCI: 22.86

Cites: 61

Cited by: 163

Related to: 10