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Hans Byström
 
''News aggregators, volatility and the stock market''
( 2009, Vol. 29 No.4 )
 
 
In this paper we employ the news aggregator Google 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: G1 - General Financial Markets: General (includes Measurement and Data)
C8 - Data Collection and Data Estimation Methodology; Computer Programs: General
 
Manuscript Received : Oct 15 2009 Manuscript Accepted : Oct 26 2009

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