News Aggregators, Volatility and the Stock Market
Author
Summary, in English
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.
Department/s
Publishing year
2009
Language
English
Pages
2673-2682
Publication/Series
Economics Bulletin
Volume
29
Issue
4
Full text
- Available as PDF - 93 kB
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Document type
Journal article
Publisher
Economics Bulletin
Topic
- Economics
Keywords
- news aggregator
- volatility
Status
Published
ISBN/ISSN/Other
- ISSN: 1545-2921