The impact of Twitter-based sentiment on US sectoral returns
Rami Zeitun, Mobeen Ur Rehman, Nasir Ahmad, Xuan Vinh Vo
| Year of publication: |
2023
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| Authors: | Zeitun, Rami ; Ur Rehman, Mobeen ; Ahmad, Nasir ; Vo Xuan Vinh |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-16
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| Subject: | Causality | Investor sentiments | S&P 500 | US sectoral returns | Wavelet correlation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Korrelation | Correlation | USA | United States | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246833