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that contains 90,000 Twitter messages ("tweets") on Federal Reserve tapering. Based on this data set, we construct a new …
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We investigated the differential impacts of a new Twitter-based Market Uncertainty index (TMU) and variables for …. Taken together, our results suggest that the information contained in virtual communities such as Twitter have a much larger …
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This paper investigates the causal relationship between economic policy narratives, derived from President Trump's tweets and tweeting behavior, and stock market uncertainty. To this end, I define different event types based on the occurrence probability of identifted narratives or unusual tweet...
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