Trichilli, Yousra; Boujelbène Abbes, Mouna; Masmoudi, Afif - In: International Journal of Islamic and Middle Eastern … 13 (2020) 2, pp. 165-193
Purpose: The purpose of this paper is to evaluate the capability of the hidden Markov model using Googling investors’ sentiments to predict the dynamics of Islamic indexes’ returns in the Middle East and North Africa (MENA) financial markets from 2004 to 2018. Design/methodology/approach:...