Dergiades, Theologos; Milas, Costas; Panagiotidis, Theodore - London School of Economics (LSE) - 2013
We examine whether the information contained in social media (Twitter & Facebook) and web search queries (Google) influences financial markets. Using a multivariate system and focussing on Eurozone’s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal and Spain), we show that...
