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ArticleNews implied volatility and disaster concerns

Asaf Manela2016

OA

Articlegreen2016

News implied volatility and disaster concerns

Asaf Manela · Alan Moreira

725 citations·0/0 files stored·Journal of Financial Economics

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 725 citations exist upstream.

References

2001Econometric Analysis of Cross Section and Panel Data 1973An Intertemporal Capital Asset Pricing Model 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*

Cited by

2019Text as Data 2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe 2019Economic policy uncertainty: A literature review 2022Artificial intelligence and machine learning in finance: A bibliometric review 2023Dissecting climate risks: Are they reflected in stock prices?2026Can ChatGPT forecast stock price movements? Return predictability and large language models 2020Hedging geopolitical risk with precious metals 2022Geopolitical risk and dynamic connectedness between commodity markets

Details

Year2016

Typearticle

Published2016-09-20

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations725

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2016.01.032

openalex_workW3122648113

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