Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK

Author:

Alomari MohammadORCID,Al Rababa’a Abdel Razzaq,El-Nader Ghaith,Alkhataybeh Ahmad,Ur Rehman Mobeen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

1. Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation;Alomari;Review of Quantitative Finance and Accounting,2021

2. Investor attention and stock market volatility;Andrei;The Review of Financial Studies,2015

3. Investor attention and stock market activity: Evidence from France;Aouadi;Economic Modeling,2013

4. Is CAPM a behavioral model? Estimating sentiments from rationalism;Apergis;Journal of Behavioral Finance,2018

5. Do energy prices affect US investor sentiment?;Apergis;Journal of Behavioral Finance,2018

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