News aggregators, volatility and the stock market

Hans Byström

Economics Bulletin, 2009, vol. 29, issue 4, 2673-2682

Abstract: In this paper we employ the news aggregator Google 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: C8 G1 (search for similar items in EconPapers)
Date: 2009-10-26
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: News Aggregators, Volatility and the Stock Market (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-09-00625

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