Impact of network investor sentiment and news arrival on jumps-Reference-Cited by-同舟云学术

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Impact of network investor sentiment and news arrival on jumps

Published:2022-11 Issue: Volume:62 Page:101780
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Liu Wenwen,Zhang Chang,Qiao Gaoxiu,Xu Lei

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. Macroeconomic news, public communications, and foreign exchange jumps around U.S. and european financial crises;Ayadi;International Journal of Finance & Economics,2020

2. Is all that talk just noise? The information content of internet stock message boards;Antweiler;Journal of Finance,2004

3. Disentangling diffusion from jumps;Aït-Sahalia;Journal of Financial Economics,2004

4. Testing whether jumps have finite or infinite activity;Aït-Sahalia;The Annals of Statistics,2011

5. Cojumps and asset allocation in international equity markets;Arouri;Journal of Economic Dynamics & Control,2018

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1. Jump volatility and firm‐specific investor sentiment;Journal of International Financial Management & Accounting;2024-05-10

2. Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China;International Review of Financial Analysis;2024-05

3. Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method;The North American Journal of Economics and Finance;2024-05

4. How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China;SAGE Open;2023-01

5. Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets;Financial Innovation;2022-08-23

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