News Aggregators, Volatility and the Stock Market

Arbeitspapier

In this paper we employ the news aggregator GoogleTM News to demonstrate a strong link between the volatility in the stock market and the amount of news available to market participants. The paper also highlights some other areas, in finance and elsewhere, where news aggregators could be useful.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Working Paper ; No. 2009:11

Classification and Topics

• Classification: Wirtschaft ; Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access ; Information, Knowledge, and Uncertainty: General ; General Financial Markets: General (includes Measurement and Data)
• Subject: news aggregator ; volatility

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Byström, Hans
• Event: Veröffentlichung
• (who): Lund University, School of Economics and Management, Department of Economics
• (where): Lund
• (when): 2009

Further information

• Handle: http://hdl.handle.net/10419/259973
• Last update: 10.03.2025, 11:41 AM CET