Work

Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach

Year: 2015

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2015.12.003

Authors: Yanlin Shi, Kin-Yip Ho, Wai-Man Liu

Institution: Australian National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Australian National University

OpenAlex ID: W339040192

FWCI: 3.829

Cites: 54

Cited by: 43

Related to: 10