Impact of public news sentiment on stock market index return and volatility.
Gianluca AneseMarco CorazzaMichele CostolaLoriana PelizzonPublished in: Comput. Manag. Sci. (2023)
Keyphrases
- stock market
- financial news
- garch model
- investment strategies
- stock index
- chinese stock market
- stock price
- stock index futures
- short term
- stock exchange
- financial time series
- stock returns
- financial data
- stock trading
- trading rules
- stock data
- listed companies
- portfolio optimization
- long term
- exchange rate
- news articles
- financial markets
- stock market data
- public opinion
- trading strategies
- news stories
- social media