Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/259973 
Authors: 
Year of Publication: 
2009
Series/Report no.: 
Working Paper No. 2009:11
Publisher: 
Lund University, School of Economics and Management, Department of Economics, Lund
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.
Subjects: 
news aggregator
volatility
JEL: 
C82
D80
G10
Document Type: 
Working Paper

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