Arbeitspapier
News Aggregators, Volatility and the Stock Market
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.
- Sprache
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Englisch
- Erschienen in
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Series: Working Paper ; No. 2009:11
- Klassifikation
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Wirtschaft
Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
Information, Knowledge, and Uncertainty: General
General Financial Markets: General (includes Measurement and Data)
- Thema
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news aggregator
volatility
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Byström, Hans
- Ereignis
-
Veröffentlichung
- (wer)
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Lund University, School of Economics and Management, Department of Economics
- (wo)
-
Lund
- (wann)
-
2009
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Byström, Hans
- Lund University, School of Economics and Management, Department of Economics
Entstanden
- 2009