Shanghai
China
Shanghai Business School - Research Center of Finance
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Twitter Sentiment, News Sentiment, Social Media, Return Predictability, Analyst Recommendations, Earnings Forecasts, Target Prices
Natural gas futures, Inventory announcements, Pre-announcement effect, Informed trading, Inventory forecasting
Monetary policy, FOMC meetings, Communication, Stock returns, Uncertainty
VIX options, put-call ratio, information, volatility
Brexit; political risk; financial markets; market uncertainty; volatility risk; investor attention
Treasury; investor sentiment; return predictability; economic value
Investor sentiment, Macroeconomic announcements, Market efficiency, Intraday data
Monetary policy, Stock returns, Intraday data, Financial crisis
sentiment, retail traders, institutional investors, cash flows, expectations
Institutional herding, investor sentiment, stock market, price impact, stabilizing effect
Institutional investor; Herding; Analyst target price revision; Price impact
G12, G14, G15, G17
Unemployment News, Financial Market Uncertainty, Implied Volatility, Intraday Data, Asymmetric Effect
FOMC Minutes; Monetary Policy; Textual Analysis; Stock Returns; Tonality; Intraday data
Monetary policy, commodity market uncertainty, implied volatility, intraday data
Institutional Herding, Credit Rating, Overreaction
European stock market, volatility forecast, lead-lag relations, realized variance, limited attention
