Media attention and the volatility effect

D Blitz, Rob Huisman, Laurens Swinkels, WN (Pim) van Vliet

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@article{d0df0cfb2717454fb01b1779c2430622,

title = "Media attention and the volatility effect",

author = "D Blitz and Rob Huisman and Laurens Swinkels and \{van Vliet\}, \{WN (Pim)\}",

year = "2019",

month = oct,

day = "10",

doi = "10.1016/j.frl.2019.101317",

language = "Undefined/Unknown",

volume = "36",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

}