---
title: News-Driven Expectations and Volatility Clustering
url: https://www.ml-quant.com/papers/doi/10-3390-jrfm13010017/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.3390/jrfm13010017
source_url: http://dx.doi.org/10.3390/jrfm13010017
featured: 2023-09-14
citations: 6
topic: LLMs & Text
---


# News-Driven Expectations and Volatility Clustering

The paper attributes the regularities of financial volatility to traders' reactions to news, influenced by the behaviors of long-term investors and short-term speculators.

- Source: http://dx.doi.org/10.3390/jrfm13010017
- Identifier: doi:10.3390/jrfm13010017
- Released: 2023-09-09
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): 6
- Published in: Journal of Risk and Financial Management
- Topic: LLMs & Text

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