Scandinavian Working Papers in Economics
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Department of Economics, Lund University Working Papers, Department of Economics, Lund University

No 2009:11:
News Aggregators, Volatility and the Stock Market

Hans Byström ()

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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