Essays about: "Cedric Hanes vongheer"

Found 1 essay containing the words Cedric Hanes vongheer.

  1. 1. Volatility and Sentiment, The Explanatory Power of Social Media Sentiment on Volatility for the U.S. Equity Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Xin Li; Cedric Hanes vongheer; [2018]
    Keywords : Sentiment Analysis; Volatility; VIX; U.S Equity Market; Twitter;

    Abstract : In this paper, we analyse to what extent sentiment explains and predicts volatility. We perform simple linear regressions with sentiment as the independent variable for a sample of different dependent variables. These dependent variables are the VIX, the VVIX, ve business-to-business companies, ve business-to-consumer companies and the S&P 500. READ MORE