Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of capital markets studies 4 (2020) 1, pp. 61-76
Tunisian stock market return. Finally, the authors use the wavelet coherence model to test the co-movement between investor …. Furthermore, by employing wavelet coherence model, the authors find strong comovement between Google search queries index and …