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- W2990582410 abstract "This paper decomposes stock volatility into a market-driven component and an idiosyncratic component using the generalized dynamic factor model and then investigates the influence of media coverage..." @default.
- W2990582410 created "2019-12-05" @default.
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- W2990582410 date "2019-11-20" @default.
- W2990582410 modified "2023-09-23" @default.
- W2990582410 title "Media Coverage and Decomposition of Stock Market Volatility:Based on the Generalized Dynamic Factor Model" @default.
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- W2990582410 doi "https://doi.org/10.1080/1540496x.2019.1686974" @default.
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