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SEC Form 10-K, Textual Analysis, Financial Sentiment, NYSE, NASDAQ, AMEX (NYSE MKT)
Information, Financial Markets, Textual Analysis, News, Media
Financial Crisis, Textual Analysis, News Flow, Financial Sentiment, High Frequency, Intraday, Dow Jones, Thomson Reuters
Textual Analysis, Web Attention, SVI, News Flow, Media
SEC, EDGAR, Form 13-F, Form 10-K, Textual Analysis, NYSE, NASDAQ, AMEX (NYSE MKT)
Financial Crisis, Financial Contagion, Spillover, Euro-crisis, Stock Markets
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financial crisis, financial contagion, spillover, euro crisis, stock markets
Stock Markets, Cointegration, Granger Causality, PIIGS, EMH
PIIGS stock markets, cointegration, Granger causality, regime switching, FM-OLS, GARCH
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