Asymmetric attention and volatility asymmetry
Dzielinski, Michal
;
Rieger, Marc Oliver
;
Talpsepp, Tõnn
Journal of empirical finance
2018
/
p. 59-67 : ill
https://doi.org/10.1016/j.jempfin.2017.09.010
https://www.scopus.com/sourceid/17499
https://www.scopus.com/record/display.uri?eid=2-s2.0-85034068571&origin=inward&txGid=fb15c5da10bb9290159ae455f133aba5
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=J%20EMPIR%20FINANC&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000426407900004
Volatility asymmetry, news and private investors
Dzielinski, Michal
;
Rieger, Marc Oliver
;
Talpsepp, Tõnn
The handbook of news analytics in finance
2011
/
p. 255-270