When Does Attention Matter? The Effect of Investor Attention on Stock Market Volatility Around News Releases

2019 ◽  
Author(s):  
Daniele Ballinari ◽  
Francesco Audrino ◽  
Fabio Sigrist
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Investor Attention ◽  
News Releases

scholarly journals Does investor attention increase stock market volatility during the COVID-19 pandemic?

2021 ◽  
pp. 101638
Author(s):  
Hua Wang ◽  
Liao Xu ◽  
Susan Sunila Sharma
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Investor Attention

Investor Attention and Stock Market Volatility

2014 ◽  
Vol 28 (1) ◽  
pp. 33-72 ◽  
Author(s):  
Daniel Andrei ◽  
Michael Hasler
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Investor Attention

Investor Attention and Stock Market Volatility

2013 ◽  
Author(s):  
Daniel Andrei ◽  
Michael Hasler
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Investor Attention

scholarly journals News Releases and Stock Market Volatility

2015 ◽  
pp. 385-395
Author(s):  
M. Nihat Solakoglu ◽  
Nazmi Demir
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
News Releases

What Drives Stock Market Volatility on Days Without Macroeconomic News Releases? The Role of Aggregate Earnings News

2018 ◽  
Author(s):  
Jaewoo Kim ◽  
Bryce Schonberger ◽  
Charles E. Wasley ◽  
Yucheng Yang
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Macroeconomic News ◽  
News Releases ◽  
Aggregate Earnings

Estimating Emerging Stock Market Volatility Using Garch Family Models

2011 ◽  
Vol 3 (9) ◽  
pp. 331-333 ◽  
Author(s):  
Ramona Birău ◽  
◽  
Jatin Trivedi
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Family Models

Modeling the Egyptian Stock Market Volatility Pre- and Post Circuit Breaker

2004 ◽  
Author(s):  
Eskandar A. Tooma ◽  
Maged S. Sourial
Keyword(s):  
Stock Market ◽  
Circuit Breaker ◽  
Market Volatility ◽  
Stock Market Volatility

Long Memory in Stock Market Volatility: Indian Evidences

2010 ◽  
Vol 52 (4) ◽  
pp. 332 ◽  
Author(s):  
Gourishankar S. Hiremath ◽  
Bandi Kamaiah
Keyword(s):  
Stock Market ◽  
Long Memory ◽  
Market Volatility ◽  
Stock Market Volatility
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