News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

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dc.contributor.authorShi, Yanlin
dc.contributor.authorHo, Kin-Yip
dc.contributor.editorPiantadosi, J.
dc.contributor.editorAnderssen, R.S.
dc.contributor.editorBoland J.
dc.coverage.spatialAdelaide Australia
dc.date.accessioned2015-12-07T22:14:10Z
dc.date.createdDecember 1-6 2013
dc.date.issued2013
dc.date.updated2021-08-01T08:36:25Z
dc.identifier.isbn9780987214331
dc.identifier.urihttp://hdl.handle.net/1885/17315
dc.publisherModelling and Simulation Society of Australia and New Zealand Inc.
dc.relation.ispartofseries20th International Congress on Modelling and Simulation
dc.sourceMODSIM2013, 20th International Congress on Modelling and Simulation
dc.source.urihttp://www.mssanz.org.au/modsim2013/
dc.titleNews sentiment and states of stock return volatility: Evidence from long memory and discrete choice models
dc.typeConference paper
local.bibliographicCitation.lastpage1384
local.bibliographicCitation.startpage1378
local.contributor.affiliationShi, Yanlin, College of Business and Economics, ANU
local.contributor.affiliationHo, Kin-Yip, College of Business and Economics, ANU
local.contributor.authoruidShi, Yanlin, u4497968
local.contributor.authoruidHo, Kin-Yip, u4867077
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor140305 - Time-Series Analysis
local.identifier.ariespublicationu4497968xPUB1
local.identifier.doi.1016/j.frl.2020.101446
local.type.statusPublished Version

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