Quantile connectedness between sentiment and financial markets : evidence from the S&P 500 twitter sentiment index
Year of publication: |
2022
|
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Authors: | Yousaf, Imran ; Youssef, Manel ; Goodell, John W. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-15
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Subject: | Financial markets | Extreme sentiment spillovers | Quantile-based connectedness measures | S&P500 twitter sentiment index | Social Web | Social web | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Spillover-Effekt | Spillover effect | Index | Index number |
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