Title of article :
The relationships between sentiment, returns and volatility
Author/Authors :
Yaw-Huei Wang، نويسنده , , AneelKeswani، نويسنده , , Stephen J. Taylor، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Investor surveys , Market based sentiment measures , Stock index returns , causality , Realized volatility
Journal title :
International Journal of Forecasting
Journal title :
International Journal of Forecasting