Gherghina, Ștefan Cristian; Mehdian, Seyed M.; Stoica, … - In: Journal of business economics and management 24 (2023) 3, pp. 551-575
) and Twitter-based Market Uncertainty Index (TMU) negatively influenced the equity indices at lower quantiles. The wavelet … coherence analysis highlighted that, at lower frequency bands, GSV moves in sync with the S&P 500, NASDAQ Composite, Dow Jones …