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News aggregators, volatility and the stock market

By Hans Byström

Abstract

In this paper we employ the news aggregator Google News to demonstrate a strong link between the volatility in the stock market and the amount of news available to market participants. The paper also highlights some other areas, in finance and elsewhere, where news aggregators could be useful.news aggregator, volatility

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Citations

  1. (2007). City trusts computers to keep up with the news” Financial Times,
  2. (1993). How markets process information: news releases and volatility”
  3. (1994). Howe
  4. (2006). Market gossip goes high-tech” Financial Times,
  5. (1994). The impact of public information on the stock market”

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