This study examines the relationship between positive and negative investor sentiments and stock market returns and volatility in Group of 20 countries using various methods, including panel regression with fixed effects, panel quantile regressions, a panel vector autoregression (PVAR) model,...

In this study, we investigate the impact of the light-a-lamp event that occurred in India during the COVID-19 lockdown. This event happened across the country, and millions of people participated in it. We link this event to the stock market through investor sentiment and misattribution bias. We...

Understanding the irrational sentiments of the market participants is necessary for making good investment decisions. Despite the recent academic effort to examine the role of investors’ sentiments in market dynamics, there is a lack of consensus in delineating the structural aspect of market...

This paper specifcally investigates the efects of US government emergency actions on the investor sentiment-fnancial institution stock returns relationship. Despite attempts by many studies, the literature still provides no answers concerning this nexus. Using a new frm-specifc Twitter investor...

The potential hypotheses for fnance research based on social media sentiment revolve around the reliability of investor sentiment expressed on social media and the causal relationship between fnancial markets and this sentiment. The central hypothesis we focus on is derived from the "lie game"...

This study employs a fxed-efects model to investigate the holiday efect in the cryptocurrency market, using trading data for the top 100 cryptocurrencies by market capitalization on Coinmarketcap.com from January 1, 2017 to July 1, 2022. The results indicate that returns on cryptocurrencies...