News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

Yanlin Shi, Kin-Yip Ho

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	MODSIM2013, 20th International Congress on Modelling and Simulation
Editors	Piantadosi, J., Anderssen, R.S. and Boland J.
Place of Publication	Australia
Publisher	Modelling and Simulation Society of Australia and New Zealand Inc.
Pages	1378-1384
Edition	Peer Reviewed
ISBN (Print)	9780987214331
DOIs	https://doi.org/10.1016/j.frl.2020.101446
Publication status	Published - 2013
Event	International Congress on Modelling and Simulation MODSIM 2013 - Adelaide Australia, Australia Duration: 1 Jan 2013 → … http://www.mssanz.org.au/modsim2013/

Conference	International Congress on Modelling and Simulation MODSIM 2013
Country/Territory	Australia
Period	1/01/13 → …
Other	December 1-6 2013
Internet address	http://www.mssanz.org.au/modsim2013/

Access to Document

Shi, Y., & Ho, K.-Y. (2013). News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models. In P. J. . A. R. S. A. B. J. (Ed.), MODSIM2013, 20th International Congress on Modelling and Simulation (Peer Reviewed ed., pp. 1378-1384). Modelling and Simulation Society of Australia and New Zealand Inc.. https://doi.org/10.1016/j.frl.2020.101446

Shi, Yanlin ; Ho, Kin-Yip. / News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models. MODSIM2013, 20th International Congress on Modelling and Simulation. editor / Piantadosi, J., Anderssen, R.S. and Boland J. Peer Reviewed. ed. Australia : Modelling and Simulation Society of Australia and New Zealand Inc., 2013. pp. 1378-1384

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title = "News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models",

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publisher = "Modelling and Simulation Society of Australia and New Zealand Inc.",

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Shi, Y & Ho, K-Y 2013, News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models. in PJARSABJ (ed.), MODSIM2013, 20th International Congress on Modelling and Simulation. Peer Reviewed edn, Modelling and Simulation Society of Australia and New Zealand Inc., Australia, pp. 1378-1384, International Congress on Modelling and Simulation MODSIM 2013, Australia, 1/01/13. https://doi.org/10.1016/j.frl.2020.101446

News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models. / Shi, Yanlin; Ho, Kin-Yip.
MODSIM2013, 20th International Congress on Modelling and Simulation. ed. / Piantadosi, J., Anderssen, R.S. and Boland J. Peer Reviewed. ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc., 2013. p. 1378-1384.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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