Balasudarsun, N. L.; Ghosh, Bikramaditya; Mahendran, Sathish - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-12
Tweets seem to impact diverse assets, especially during stressful periods. However, their interrelations during stressful events may change. Cryptos are apparently more sensitive to the sentiment spread by tweets. Therefore, a construct could be formed to study such complex interrelation during...