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

JEL-codes: C82; D80; G10

10 pages, August 11, 2009

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