arXivLLMs & Text
News-Driven Expectations and Volatility Clustering
The paper attributes the regularities of financial volatility to traders' reactions to news, influenced by the behaviors of long-term investors and short-term speculators.
Featured in No. 15 on 14 Sep 2023 · 5 days after release · 6 citations today · published in Journal of Risk and Financial Management
- Released
- 9 Sep 2023
- First featured
- No. 15 · 14 Sep 2023
- Citations (Semantic Scholar)
- 6
- Influential citations
- 0
- Published in
- Journal of Risk and Financial Management
- Shares when featured
- 3
- Identifier
- doi:10.3390/jrfm13010017
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).