News Aggregators, Volatility and the Stock Market

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

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Lund University Publications

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Last time updated on 18/06/2017

This paper was published in Lund University Publications.

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Licence: info:eu-repo/semantics/openAccess