Consumer confidence indices (CCIs) are a closely monitored barometer of countries'
economic health and an informative forecasting tool. Using European and US data, we …

This study examines whether Google Trends can improve hedging performance by
incorporating 15 search queries provided by Bulut (2018) into the exchange rate volatility …

Some financial relations have been confirmed to be different overnight and intraday due to
different clienteles. In this paper, we assess the impact of investor sentiment on stock market …

This study analyses the relationship of causality between consumer confidence and the
economic information ecosystem from subjective (ie, business sentiment) and objective …

This study examines the usefulness of incorporating investor sentiment, weather, and
catastrophe effects into the benchmark volatility model for an effective hedging strategy in …

We examine the relative importance of overnight sentiment versus trading-hour sentiment in
forecasting volatility. Previous studies on investor sentiment either ignore overnight …

Investor sentiment and attention are often linked to the same non-economic events making it
difficult to understand why and how asset prices are affected. We disentangle these two …

This paper discusses whether investor sentiment contains useful information to predict
volatility by constructing investor pessimism index based on Baidu, which is the largest …

Purpose–This paper investigates changes in risk-neutral distribution derived from Taiwan
stockindex options under different market conditions. The purpose of this paper is to explore …

This paper investigates the characteristics of implied risk-neutral distributions separately
derived from Taiwan stock index call and put options prices. Differences in risk-neutral …