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My bibliography Save this articleNews sentiment and the investor fear gauge
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DOI: 10.1016/j.frl.2013.07.003
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References listed on IDEAS
- Paul C. Tetlock & Maytal Saar‐Tsechansky & Sofus Macskassy, 2008. "More Than Words: Quantifying Language to Measure Firms' Fundamentals," Journal of Finance, American Finance Association, vol. 63(3), pages 1437-1467, June.
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Journal of Finance, American Finance Association, vol. 48(5), pages 1749-1778, December.
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More about this item
Keywords
News sentiment; VIX; Implied volatility; Stock market; Investor behaviour;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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