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News sentiment and the investor fear gauge. (2014). Smales, Lee.
In: Finance Research Letters.
RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130.

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  1. Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

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  2. Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha.
    In: Financial Innovation.
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  3. The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz.
    In: EKOIST Journal of Econometrics and Statistics.
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  4. Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Zuo, Xuguang ; Huang, Jiaxin ; Zhang, Hongwei ; Niu, Zibo ; Zhu, Xuehong.
    In: Resources Policy.
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  5. Spreading the fear: The central role of CBOE VIX in global stock market uncertainty. (2022). Smales, Lee A.
    In: Global Finance Journal.
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  6. Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K.
    In: International Review of Financial Analysis.
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  7. Measuring US regional economic uncertainty. (2022). Reade, J ; Wang, Shixuan ; Pan, Weifong.
    In: Journal of Regional Science.
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  8. Sentiment?Apt investors and UK sector returns. (2021). Chatzivgeri, Eleni ; Paterson, Audrey ; Sherif, Mohamed ; Sakariyahu, Rilwan.
    In: International Journal of Finance & Economics.
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  9. News sentiment and stock market volatility. (2021). Yang, Jimmy J ; Lu, Yang-Cheng ; Hsu, Yen-Ju .
    In: Review of Quantitative Finance and Accounting.
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  10. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo.
    In: Resources Policy.
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  11. Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. (2021). Yang, Cai ; Zhang, Hongwei ; Weng, Futian.
    In: Resources Policy.
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  12. Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana ; Nasir, Muhammad Ali.
    In: Journal of Economic Behavior & Organization.
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  13. Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

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  14. Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen.
    In: International Review of Financial Analysis.
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  15. Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic. (2021). Ayanso, Anteneh ; Sokolyk, Tatyana ; Biktimirov, Ernest N.
    In: Journal of Behavioral and Experimental Finance.
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  16. Emotions in the Stock Market. (2020). Najand, Mohammad ; Griffith, John ; Shen, Jiancheng .
    In: Journal of Behavioral Finance.
    RePEc:taf:hbhfxx:v:21:y:2020:i:1:p:42-56.

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  17. Predictive ability of investor sentiment for the stock market. (2020). Ryu, Doojin ; Kim, Karam.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:4:p:33-46.

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  18. A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer.
    In: Journal of Asset Management.
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  19. A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer .
    In: LSE Research Online Documents on Economics.
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  20. The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham.
    In: International Economics.
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  21. Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan.
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  22. Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian.
    In: Finance Research Letters.
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  23. Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan.
    In: Finance Research Letters.
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  24. Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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  25. News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
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  26. Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y.
    In: Economic Modelling.
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  27. News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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  28. Increasing return response to changes in risk. (2019). Dicle, Mehmet F.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:1:p:197-215.

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  29. Investor sentiment and foreign financial flows: Evidence from South Africa. (2019). Muzindutsi, Paul-Francois ; Rupande, Lorraine ; Muguto, Hilary Tinotenda.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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  30. Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTCs disaggregated reports. (2019). Sun, Xiaolei ; Li, Jianping ; Ji, Qiang.
    In: Finance Research Letters.
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  31. Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, J. Daniel.
    In: NCER Working Paper Series.
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  32. Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis.
    In: Research in International Business and Finance.
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  33. Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo .
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  34. Effect of investor fear on Australian financial markets. (2017). Smales, Lee.
    In: Applied Economics Letters.
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  35. Forecasted economic change and the self-fulfilling prophecy in economic decision-making. (2017). Vettehen, Paul Hendriks ; van Schie, Hein ; Petalas, Diamantis Petropoulos.
    In: PLOS ONE.
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  36. Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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  37. Information Flow, Trading Activity and Commodity Futures Volatility. (2016). Clements, Adam ; Todorova, Neda.
    In: Journal of Futures Markets.
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  38. Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research. (2016). Hughes, Mark E ; Garnsey, Margaret R ; Fisher, Ingrid E.
    In: Intelligent Systems in Accounting, Finance and Management.
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  39. Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung.
    In: Journal of International Financial Markets, Institutions and Money.
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  40. Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee.
    In: Finance Research Letters.
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  41. A comparison of investors’ sentiments and risk premium effects on valuing shares. (2016). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella .
    In: Finance Research Letters.
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  42. Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin.
    In: Finance Research Letters.
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  43. News sentiment and bank credit risk. (2016). Smales, Lee.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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  44. FX Market Returns and Their Relationship to Investor Fear. (2016). Smales, Lee ; Kininmonth, Jardee N.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:4:p:659-675.

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  45. Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne .
    In: NCER Working Paper Series.
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  46. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
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  47. The impact of information flow and trading activity on gold and oil futures volatility. (2014). Clements, Adam ; Todorova, Neda.
    In: NCER Working Paper Series.
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  48. News and network structures in equity market volatility. (2001). Liao, Yin ; Clements, Adam.
    In: NCER Working Paper Series.
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  36. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

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  37. An empirical analysis of alternative parametric ARCH models. (2000). Loudon, Geoffrey F. ; Watt, Wing H. ; Yadav, Pradeep K..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:117-136.

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  38. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-50.

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  39. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1723.

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  40. Evidence on the Economics of Equity Return Volatility Clustering. (2000). Connolly, Robert ; Stivers, Christopher T..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1575.

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  41. CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2000). Manganelli, Simone ; Engle, Robert.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0841.

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  42. Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think. (1999). Diebold, Francis ; Brandt, Michael ; Alizadeh, Sassan.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-28.

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  43. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-028.

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  44. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-027.

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  45. Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark. (1998). McNelis, Paul ; Lim, Guay.
    In: International Finance.
    RePEc:wpa:wuwpif:9805001.

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  46. Asymmetric Volatility and Risk in Equity Markets. (1997). Wu, Guojun ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6022.

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  47. A closed-form GARCH option pricing model. (1997). Nandi, Saikat ; Heston, Steven L..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:97-9.

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  48. One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -. (1996). Kaiser, Thomas .
    In: Econometrics.
    RePEc:wpa:wuwpem:9612007.

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  49. Does Inflation Uncertainty Vary with the Level of Inflation?. (1996). Crawford, A ; Kasumovich, M.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-09.

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  50. Forecasting Fundamental Asset Return Distributions. (). Kamstra, Mark ; Donaldson, Glen R..
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:176.

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