The Impact of Increasing News Intensity and Number of Investors on the Relationship between News Sentiment and Price Movement in the Developing Country: Indonesian Evidence
This study examines how news intensity and investor numbers affect the link between news sentiment and equity price movements in Indonesia, using the LQ45 Index. Applying methods such as correlation analysis, CAPM, VAR, Granger causality tests, and rolling correlations, we find that higher news inte...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Bank Indonesia
2025-12-01
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| Series: | Buletin Ekonomi Moneter dan Perbankan |
| Assuntos: | |
| Acceso en liña: | https://bulletin.bmeb-bi.org/bmeb/vol28/iss4/7 |
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