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News Aggregators, Volatility and the Stock Market

Byström, Hans LU (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:
author
organization
publishing date
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
2010-02-16 09:23:08
date last changed
2017-01-01 06:03:06
@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},
  keyword      = {news aggregator,volatility},
  language     = {eng},
  number       = {4},
  pages        = {2673--2682},
  publisher    = {Economics Bulletin},
  series       = {Economics Bulletin},
  title        = {News Aggregators, Volatility and the Stock Market},
  volume       = {29},
  year         = {2009},
}