11. Volatility asymmetry, news, and private investors

  1. Gautam Mitra and
  2. Leela Mitra
  1. Michal Dzielinski,
  2. Marc Oliver Rieger and
  3. Tõnn Talpsepp

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467411.ch11

The Handbook of News Analytics in Finance

The Handbook of News Analytics in Finance

How to Cite

Dzielinski, M., Rieger, M. O. and Talpsepp, T. (2011) Volatility asymmetry, news, and private investors, in The Handbook of News Analytics in Finance (eds G. Mitra and L. Mitra), John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467411.ch11

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 16 MAY 2011

ISBN Information

Print ISBN: 9780470666791

Online ISBN: 9781118467411

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Keywords:

  • private investors;
  • volatility asymmetry;
  • macroeconomy;
  • credit crisis;
  • time-varying risk premiums

Summary

This chapter contains sections titled:

  • Introduction

  • What causes volatility asymmetry?

  • Who makes markets volatile?

  • Conclusions

  • Acknowledgments