{"id":"https://openalex.org/W2506899459","doi":"https://doi.org/10.1016/j.ribaf.2016.07.016","title":"Stock return and volatility reactions to information demand and supply","display_name":"Stock return and volatility reactions to information demand and supply","publication_year":2016,"publication_date":"2016-07-26","ids":{"openalex":"https://openalex.org/W2506899459","doi":"https://doi.org/10.1016/j.ribaf.2016.07.016","mag":"2506899459"},"language":"en","primary_location":{"id":"doi:10.1016/j.ribaf.2016.07.016","doi":"https://doi.org/10.1016/j.ribaf.2016.07.016","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ribaf.2016.07.016","pdf_url":null,"source":{"id":"https://openalex.org/S8133038","display_name":"Research in International Business and Finance","issn_l":"0275-5319","issn":["0275-5319","1878-3384"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Research in International Business and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091426830","display_name":"Faten Moussa","orcid":"https://orcid.org/0000-0003-1095-7220","observed_orcids":["https://orcid.org/0000-0003-1095-7220"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Faten Moussa","raw_affiliation_strings":["Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034043185","display_name":"Ezzeddine Delhoumi","orcid":"https://orcid.org/0000-0002-0774-3902","observed_orcids":["https://orcid.org/0000-0002-0774-3902"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ezzeddine Delhoumi","raw_affiliation_strings":["Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006207322","display_name":"Olfa Ben Ouda","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Olfa Ben Ouda","raw_affiliation_strings":["Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Labor of Economics & Applied Finance (LEFA), the Institute of High Commercial Studies of Carthage (IHEC), Tunis, Tunisie","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5091426830"],"corresponding_institution_ids":[],"apc_list":{"value":3820,"currency":"USD","value_usd":3820},"apc_paid":null,"fwci":3.3465,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.92174087,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"39","issue":null,"first_page":"54","last_page":"67"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8877000212669373,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8877000212669373,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.09359999746084213,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.006800000090152025,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/information-needs","display_name":"information needs","score":0.8759999871253967},{"id":"https://openalex.org/keywords/information-supply","display_name":"information supply","score":0.972000002861023},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.9620000123977661},{"id":"https://openalex.org/keywords/stock-market-volatility","display_name":"stock market volatility","score":0.8140000104904175},{"id":"https://openalex.org/keywords/internet-search-volume","display_name":"internet search volume","score":0.8730000257492065},{"id":"https://openalex.org/keywords/google-trends","display_name":"Google Trends","score":0.9879999756813049},{"id":"https://openalex.org/keywords/newspaper-headlines","display_name":"news headlines","score":0.8320000171661377},{"id":"https://openalex.org/keywords/cac-40","display_name":"CAC 40","score":0.6990000009536743},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"risk aversion","score":0.8690000176429749},{"id":"https://openalex.org/keywords/market-participants","display_name":"market participants","score":0.6690000295639038}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7478118538856506},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5706461071968079},{"id":"https://openalex.org/C120330832","wikidata":"https://www.wikidata.org/wiki/Q166656","display_name":"Supply and demand","level":2,"score":0.5358852744102478},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4996333122253418},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.48969152569770813},{"id":"https://openalex.org/C2780148112","wikidata":"https://www.wikidata.org/wiki/Q1432581","display_name":"Proxy (statistics)","level":2,"score":0.45766595005989075},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4483557343482971},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4381047487258911},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3412775993347168},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.22383186221122742},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09452152252197266},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.ribaf.2016.07.016","doi":"https://doi.org/10.1016/j.ribaf.2016.07.016","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ribaf.2016.07.016","pdf_url":null,"source":{"id":"https://openalex.org/S8133038","display_name":"Research in International Business and Finance","issn_l":"0275-5319","issn":["0275-5319","1878-3384"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Research in International Business and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:riibaf:v:39:y:2017:i:pa:p:54-67","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0275531916301568","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W1485872351","https://openalex.org/W1499550068","https://openalex.org/W1537124495","https://openalex.org/W1561804107","https://openalex.org/W1572698523","https://openalex.org/W1922059485","https://openalex.org/W1967516006","https://openalex.org/W1970804135","https://openalex.org/W1974343292","https://openalex.org/W1993771855","https://openalex.org/W2006632042","https://openalex.org/W2014484801","https://openalex.org/W2024164547","https://openalex.org/W2029578438","https://openalex.org/W2040186726","https://openalex.org/W2056060912","https://openalex.org/W2067976363","https://openalex.org/W2110321237","https://openalex.org/W2119030018","https://openalex.org/W2139860154","https://openalex.org/W2150760879","https://openalex.org/W2157403008","https://openalex.org/W2161857110","https://openalex.org/W2171320506","https://openalex.org/W3121669551","https://openalex.org/W3121753012","https://openalex.org/W3121763692","https://openalex.org/W3121854263","https://openalex.org/W3122095378","https://openalex.org/W3122136669","https://openalex.org/W3122578644","https://openalex.org/W3122597312","https://openalex.org/W3122843332","https://openalex.org/W3123150828","https://openalex.org/W3124724132","https://openalex.org/W3125591525","https://openalex.org/W3126053622","https://openalex.org/W4236599633","https://openalex.org/W4240307802","https://openalex.org/W6632275649"],"related_works":["https://openalex.org/W2014484801","https://openalex.org/W2147626007","https://openalex.org/W2749597952","https://openalex.org/W4393355429","https://openalex.org/W2610821512","https://openalex.org/W3186088048","https://openalex.org/W3145013600","https://openalex.org/W4226417885","https://openalex.org/W2186664974","https://openalex.org/W2134536808"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-08-23T00:00:00"}