Pages that link to "Item:Q4683006"
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The following pages link to How news affects the trading behaviour of different categories of investors in a financial market (Q4683006):
Displaying 13 items.
- Bad news and Dow Jones make the Spanish stocks go round (Q704092) (← links)
- Information driving force and its application in agent-based modeling (Q2150223) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- News Dissemination and Investor Attention* (Q4555659) (← links)
- Emergence of statistically validated financial intraday lead-lag relationships (Q4619502) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
- An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (Q6666742) (← links)
