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Financial news sentiment and short-term predictability of market volatility
Thesis
Thesis
Financial news sentiment and short-term predictability of market volatility
Kis, Philipp · Instituto Tecnológico de Buenos Aires (ITBA) · 2026
"This thesis examines whether unusually negative financial news is associated with increased short-term market volatility, measured by absolute VIX movements. The analysis is based on more than 1.3 million cleaned and de...
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