Working Papers, Department of Economics, Lund University
News Aggregators, Volatility and the Stock Market
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; (follow links to similar papers)
JEL-Codes: C82; D80; G10; (follow links to similar papers)
10 pages, August 11, 2009
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- This paper is published as:
Byström, Hans, (2009), 'News Aggregators, Volatility and the Stock Market', Economics Bulletin, Vol. 29, No. 4, pages 2679-2688
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