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Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets
This paper first investigates the relationship between investor sentiment, captured by internet search behaviour, and the unexpected component of stock market volatility during the COVID-19 pandemic. According to data on 12 major stock markets, our research indicates a positive correlation between t...
Autores principales: | Hsu, Yu-Lin, Tang, Leilei |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Authors. Published by Elsevier Inc.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9033296/ https://www.ncbi.nlm.nih.gov/pubmed/36532086 http://dx.doi.org/10.1016/j.irfa.2022.102186 |
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