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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Can sustainable investment yield better financial returns : a comparative study of ESG indices and MSCI indices
Jain, Mansi; Sharma, Gagan Deep; Srivastava, Mrinalini - In: Risks : open access journal 7 (2019) 1/15, pp. 1-18
index—TRESGDX, emerging markets ESG index—TRESGEX, US large-cap ESG index—TRESGUS, Europe ESG index—TRESGEU, and those of … the usual markets, namely MSCI world index (MSCI W), MSCI All Country World Equity index (MSCI ACWI), MSCI USA index (MSCI … USA), and MSCI Europe Australasia Far East index (MSCI EAFE), MSCI Emerging Markets index (MSCI EM) and MSCI Europe index …
Persistent link: https://www.econbiz.de/10012016034
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Spillover between Investor Sentiment and Volatility : The Role of Social Media
Yang, Ni; Fernandez-Perez, Adrian; Indriawan, Ivan - 2023
We examine the spillover effects between social media sentiments and market-implied volatilities among stock, bond, foreign exchange, and commodity markets. We find that informational spillover comes mainly from volatility indices to sentiment indices, with the VIX being the most significant net...
Persistent link: https://www.econbiz.de/10014355407
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Spillover Between Investor Sentiment and Volatility : The Role of Social Media
Yang, Ni; Fernandez-Perez, Adrian; Indriawan, Ivan - 2023
We examine the spillover effects between social media sentiments and market-implied volatilities among stock, bond, foreign exchange, and commodity markets. We find that informational spillover comes mainly from volatility indices to sentiment indices, with the VIX being the most significant net...
Persistent link: https://www.econbiz.de/10014355545
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Gauging the effect of investor sentiment on cryptocurrency market : an analysis of Bitcoin currency
Mohsin, Mohammad; Naseem, Sobia; Ivaşcu, Larisa; … - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 87-102
Persistent link: https://www.econbiz.de/10013407229
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Applied web-based sentiment analysis in financial markets
Burghof, Hans-Peter; Schroff, Sebastian; Spankowski, Ulli - In: Banking and information technology : BIT ; a strategic … 13 (2012) 3, pp. 26-34
Persistent link: https://www.econbiz.de/10009679792
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Handbook of sentiment analysis in finance
Mitra, Gautam (ed.); Yu, Xiang (ed.) - 2016
Persistent link: https://www.econbiz.de/10012704679
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Twitter, investor sentiment and capital markets : what do we know?
Ali, Heba - In: International journal of economics and finance 10 (2018) 8, pp. 158-171
Persistent link: https://www.econbiz.de/10011905882
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Newspapers vs social media : who grabs the investors' attention?
Graziano, Elvira Anna - 2019 - Prima edizione
Persistent link: https://www.econbiz.de/10012159869
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The risk of silence : how the capital market penalizes social media passivity
Beer, Christian; Maniora, Janine; Pott, Christiane - In: The journal of information systems : JIS ; a semiannual … 38 (2024) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10014508006