Scandinavian Working Papers in Economics
Working Papers,
Lund University, Department of Economics
No 2009:11: News Aggregators, Volatility and the Stock Market
Hans Byström ()
Additional contact information
Hans Byström: Department of Economics, Lund University, Postal: Department of Economics, School of Economics and Management, Lund University, Box 7082, S-220 07 Lund, Sweden
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
10 pages, August 11, 2009
Full text files
WP09_11.pdf
- Published as
- Hans Byström, (2009), 'News Aggregators, Volatility and the Stock Market', Economics Bulletin, vol 29, no 4, pages 2679-2688
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