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How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches

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Authors

Ho, Kin-Yip
Shi, Yanlin
Zhang, Zhaoyong

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Elsevier

Abstract

This paper examines the dynamic relationship between firm-level return volatility and public news sentiment. By using the new RavenPack News Analytics - Dow Jones Edition database that captures over 1200 types of firm-specific and macroeconomic news relea

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North American Journal of Economics and Finance

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Restricted until

2037-12-31