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An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk.

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Title: An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk.
Authors: Figà-Talamanca, Gianna1, gianna.figatalamanca@unipg.it, Patacca, Marco2
Source: Annals of Operations Research; Nov2024, Vol. 342 Issue 3, p2095-2117, 23p
Database: Applied Science & Technology Source
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  Data: An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk.
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        Value: 10.1007/s10479-022-05129-w
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        Text: English
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        PageCount: 23
        StartPage: 2095
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              Text: Nov2024
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