How does news sentiment impact asset volatility? Evidence...

How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches

Ho, Kin-Yip, Shi, Yanlin, Zhang, Zhaoyong
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Volume:
26
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2013.02.015
Date:
December, 2013
File:
PDF, 643 KB
english, 2013
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