Less is more? New evidence from stock market volatility predictability
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference51 articles.
1. Measuring economic policy uncertainty;Baker;The Quarterly Journal of Economics,2016
2. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea;Balcilar;International Review of Economics & Finance,2019
3. Stock prices, news, and economic fluctuations;Beaudry;American Economic Review,2006
4. What explains the stock market’s reaction to Federal Reserve policy?;Bernanke;The Journal of Finance,2005
5. Risk everywhere: Modeling and managing volatility;Bollerslev;The Review of Financial Studies,2018
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