News Aggregators, Volatility and the Stock Market
(2009) In Economics Bulletin 29(4). p.2673-2682- Abstract
- In this paper we employ the news aggregator Google News to demonstrate a strong link between the volatility in the stock market and the amount of news available to market participants. The paper also highlights some other areas, in finance and elsewhere, where news aggregators could be useful.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1496527
- author
- Byström, Hans LU
- organization
- publishing date
- 2009
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- news aggregator, volatility
- in
- Economics Bulletin
- volume
- 29
- issue
- 4
- pages
- 2673 - 2682
- publisher
- Economics Bulletin
- external identifiers
-
- scopus:77953551301
- ISSN
- 1545-2921
- language
- English
- LU publication?
- yes
- id
- 259ec815-3541-429c-af30-d3e03396134e (old id 1496527)
- date added to LUP
- 2016-04-01 14:05:59
- date last changed
- 2022-03-29 19:07:03
@article{259ec815-3541-429c-af30-d3e03396134e, abstract = {{In this paper we employ the news aggregator Google News to demonstrate a strong link between the volatility in the stock market and the amount of news available to market participants. The paper also highlights some other areas, in finance and elsewhere, where news aggregators could be useful.}}, author = {{Byström, Hans}}, issn = {{1545-2921}}, keywords = {{news aggregator; volatility}}, language = {{eng}}, number = {{4}}, pages = {{2673--2682}}, publisher = {{Economics Bulletin}}, series = {{Economics Bulletin}}, title = {{News Aggregators, Volatility and the Stock Market}}, url = {{https://lup.lub.lu.se/search/files/3779539/1545366}}, volume = {{29}}, year = {{2009}}, }