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The relationships between sentiment, returns and volatility

Research output: Contribution to journalJournal article

Published

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The relationships between sentiment, returns and volatility. / Wang, Y; Keswani, A; Taylor, S J.

In: International Journal of Forecasting, Vol. 22, 2006, p. 109-123.

Research output: Contribution to journalJournal article

Harvard

Wang, Y, Keswani, A & Taylor, SJ 2006, 'The relationships between sentiment, returns and volatility', International Journal of Forecasting, vol. 22, pp. 109-123.

APA

Wang, Y., Keswani, A., & Taylor, S. J. (2006). The relationships between sentiment, returns and volatility. International Journal of Forecasting, 22, 109-123.

Vancouver

Wang Y, Keswani A, Taylor SJ. The relationships between sentiment, returns and volatility. International Journal of Forecasting. 2006;22:109-123.

Author

Wang, Y ; Keswani, A ; Taylor, S J. / The relationships between sentiment, returns and volatility. In: International Journal of Forecasting. 2006 ; Vol. 22. pp. 109-123.

Bibtex

@article{ec2146828f7d4e6fbfe3b069c1c6086b,
title = "The relationships between sentiment, returns and volatility",
author = "Y Wang and A Keswani and Taylor, {S J}",
year = "2006",
language = "English",
volume = "22",
pages = "109--123",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier Science B.V.",

}

RIS

TY - JOUR

T1 - The relationships between sentiment, returns and volatility

AU - Wang, Y

AU - Keswani, A

AU - Taylor, S J

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 22

SP - 109

EP - 123

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

ER -