Work

More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?

Year: 2023

Type: article

Source: Journal of Economic Behavior & Organization

DOI: 10.1016/j.jebo.2023.12.009

Authors: Chao Liang, Lu Wang, Duy Duong

Institutions: Southwest Jiaotong University, University of Economics Ho Chi Minh City

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Đại học Kinh tế Thành phố Hồ Chí Minh

OpenAlex ID: W4389700849

FWCI: 14.11

Cites: 102

Cited by: 67

Related to: 10