Measuring market volatility connectedness to media sentiment
Year of publication: |
2024
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Authors: | Abdollahi, Hooman ; Fjesme, Sturla Lyngnes ; Sirnes, Espen |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102091, p. 1-29
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Subject: | Financial market volatility | Natural language processing | News sentiment | Time connectedness | Transmission mechanism | Twitter sentiment | Volatilität | Volatility | Emotion | Finanzmarkt | Financial market | Börsenkurs | Share price | Social Web | Social web | Anlageverhalten | Behavioural finance |
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