While firms typically innovate through R&D, it is not the only way to make progress, since firms can also gain competitive advantage by learning from others -- through knowledge spillovers. This research hypothesizes that firms headquartered near a knowledge center, as defined by Carnegie...

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...

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...