@inbook{publication-6769, address={Chichester, UK}, author={Dzielinski, Michal and Rieger, Marc Oliver and Talpsepp, T{\"o}nn}, booktitle={The Handbook of News Analytics in Finance}, doi={10.1002/9781118467411.ch11}, editor={Mitra, Gautam and Mitra, Leela}, isbn={978-0-470-66679-1}, pages={255-269}, publisher={Wiley}, series={Wiley Finance}, title={Volatility asymmetry, news, and private investors}, year=2011, }