News implied volatility and disaster concerns

Keyphrases

• Time Variation 100%
• World War 100%
• News-based Implied Volatility 100%
• Great Depression 50%
• News Coverage 50%
• Financial Crisis 50%
• Government Policy 50%
• Uncertainty Measure 50%
• Economic Disasters 50%
• Stock Returns 50%
• Asset Price Fluctuation 50%
• Stock Market Volatility 50%
• Wall Street Journal 50%
• Stock Price Crash Risk 50%
• Risk Premia 50%
• Rare Disaster Risk 50%
• Future Returns 50%
• Text-based Measures 50%
• War Crisis 50%

Economics, Econometrics and Finance

• Volatility 100%
• Financial Crisis 50%
• Government Policy 50%
• Capital Market Returns 50%
• United States of America 50%
• Market Volatility 50%

Social Sciences

• Volatility 100%
• Stock Market 66%
• USA 33%
• Second World War 33%
• Financial Crisis 33%
• World War 33%
• Government Policy 33%