Media sentiment and short stocks performance during a systemic crisis
Zaghum Umar, Oluwasegun Babatunde Adekoya, Johnson Ayobami Oliyide, Mariya Gubareva
| Year of publication: |
2021
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|---|---|
| Authors: | Umar, Zaghum ; Adekoya, Oluwasegun B. ; Oliyide, Johnson A. ; Gubareva, Mariya |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-19
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| Subject: | Covid-19 | Granger causality | Media coverage | Risk and volatility spillovers | Short selling | Stock market | Systemic crisis | Time-varying connectedness | TVP-VAR model | Volatilität | Volatility | Börsenkurs | Share price | Finanzkrise | Financial crisis | Coronavirus | Aktienmarkt | Mediale Berichterstattung | Leerverkauf | Kausalanalyse | Causality analysis | Finanzmarktregulierung | Financial market regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252754