The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting

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Publication year
2023
Author(s)
Chu, X.
Wan, Xinmin
Qiu, J.
Source
Journal of Behavioural and Experimental Finance, 39, (2023), article 100826
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Publication type
Article / Letter to editor
If a DOI or any other persistent identifier is unavailable, please use the following repository identifier to link to this item: https://hdl.handle.net/2066/296480   https://hdl.handle.net/2066/296480
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