Predicting FTSE 100 returns and volatility using sentiment analysis

Author: Antweiler, Blasco, Bollen, Chan, Chatrath, Coulton, Da, Das, De Long, Ferguson, Fuehres, Geva, Gidófalvi, Gregory, Grob-Klubmann, Hagenau, Huang, Khadjeh Nassirtoussi, Khadjeh Nassirtoussi, Klein, Kumari, Lee, Li, Li, Loughran, Medhat, Olaniyan, Parkinson, Patton, Ravi, Schumaker, Schumaker, Schumaker, Sinha, Smales, Soyland, Tetlock, Tetlock, Uhl, Wu, Wu, Zhang
Publisher: Wiley

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