Volatility asymmetry, news, and private investors

This chapter contains sections titled: Introduction What causes volatility asymmetry? Who makes markets volatile? Conclusions Acknowledgments

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Bibliographic Details
Published inThe Handbook of News Analytics in Finance pp. 255 - 270
Main Authors Dzielinski, Michal, Rieger, Marc Oliver, Talpsepp, Tõnn
Format Book Chapter
LanguageEnglish
Published Chichester, West Sussex, UK John Wiley & Sons, Ltd 16.05.2011
Subjects
credit crisis
macroeconomy
private investors
time‐varying risk premiums
volatility asymmetry
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Summary:This chapter contains sections titled: Introduction What causes volatility asymmetry? Who makes markets volatile? Conclusions Acknowledgments
ISBN:9780470666791
047066679X
DOI:10.1002/9781118467411.ch11