Author:
Wang Ping,Han Wei,Huang Chengcheng,Duong Duy
Funder
National Key Research and Development Program of China
Key Scientific Research Project of Colleges and Universities in Henan Province
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference52 articles.
1. Overnight returns and firm-specific investor sentiment;Aboody;J. Financ. Quant. Anal.,2018
2. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;Int. Econ. Rev.,1998
3. The impact of sentiment and attention measures on stock market volatility;Audrino;Int. J. Forecast.,2020
4. Investor sentiment and the cross-section of stock returns;Baker;J. Financ.,2006
5. Bauwens, L., Hafner, C., & Laurent, S., 2012. Handbook of Volatility Models and Their Applications. John Wiley & Sons, Ltd.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献