News Sentiment and High-Frequency Volatility Dynamics in the Japanese stock Market

Date

2014

Authors

Ho, Kin-Yip
Shi, Yanlin
Zhang, Zhaoyong

Journal Title

Journal ISSN

Volume Title

Publisher

Elsevier B.V.

Abstract

Description

Keywords

Citation

Source

Type

Book chapter

Book Title

Handbook of Asian Finance REITS, Trading and Fund Performance

Entity type

Access Statement

License Rights

DOI

10.1016/B978-0-12-800986-4.00016-9

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