The Relationships between Sentiment, Returns and Volatility

Resource

International Journal of Forecasting,22,109-123.

Journal

International Journal of Forecasting

Journal Issue

22

Pages

109-123

Date Issued

2006-01

Date

2006-01

Author(s)

Wang, Yaw-Huei

Keswani, Aneel

Taylor, Stephen J.

URI

Type

journal article