News Aggregators, Volatility and the Stock Market

Hans Byström

No 2009:11, Working Papers from Lund University, Department of Economics

Abstract: In this paper we employ the news aggregator GoogleTM 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.

Keywords: news aggregator; volatility (search for similar items in EconPapers)
JEL-codes: C82 D80 G10 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2009-08-11
New Economics Papers: this item is included in nep-fmk
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Citations: View citations in EconPapers (3)

Published in Economics Bulletin, 2009, pages 2679-2688.

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Journal Article: News aggregators, volatility and the stock market (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hhs:lunewp:2009_011

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