ML-QuantSubscribe

RePEcDerivatives & Volatility

Signal Quality's Role in Stock Market Volatility Prediction

A study finds that high-quality political signals can predict increased stock market volatility.

Featured in No. 25 on 8 Nov 2023 · on release day

Released
8 Nov 2023
First featured
No. 25 · 8 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page