@data{jae.2022327.0707822777, author = {Chua, Chew Lian and Tsiaplias, Sarantis}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {information-flows-and-stock-market-volatility}, year = {2019}, version = {1}, url = {https://journaldata.zbw.eu/dataset/information-flows-and-stock-market-volatility}, doi = "10.15456/jae.2022327.0707822777" }