The impact of sentiment and attention measures on stock market volatility
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2019.05.010
Abstract: We analyze the impact of sentiment and attention variables on volatility by using a novel and extensive dataset that combines social media, news articles, information consumption, and search engine data. Applying a state-of-the-art sentiment classification… read more here.
Keywords: sentiment attention; attention; attention measures; volatility ... See more keywords
Improving the psychometric properties of dot-probe attention measures using response-based computation.
Sign Up to like & getrecommendations! Published in 2018 at "Journal of behavior therapy and experimental psychiatry"
DOI: 10.1016/j.jbtep.2018.01.009
Abstract: BACKGROUND AND OBJECTIVES Abnormal threat-related attention in anxiety disorders is most commonly assessed and modified using the dot-probe paradigm; however, poor psychometric properties of reaction-time measures may contribute to inconsistencies across studies. Typically, standard attention… read more here.
Keywords: psychometric properties; attention measures; attention; dot probe ... See more keywords