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Information demand and stock market volatility · Study

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ArticleInformation demand and stock market volatility

Nikolaos Vlastakis2012

OA

Articlegreen2012

Information demand and stock market volatility

Nikolaos Vlastakis · Raphael N. Markellos

528 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 528 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1990Noise Trader Risk in Financial Markets 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 1998Investor Psychology and Security Market Under‐ and Overreactions

Cited by

2014Investor attention, index performance, and return predictability 2015Can Internet Search Queries Help to Predict Stock Market Volatility?2020Investor Attention and Global Market Returns during the COVID-19 Crisis 2011Retail Investor Attention and Stock Liquidity 2017Investor sentiment and the price of oil 2020Public Attention to Environmental Issues and Stock Market Returns 2018Does It Pay to Pay Attention?2019Media Coverage and the Cost of Debt

Details

Year2012

Typearticle

Published2012-02-24

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations528

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2012.02.007

openalex_workW2014484801

Links

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