Quantile connectedness between sentiment and financial markets : evidence from the S&P 500 twitter sentiment index
Imran Yousaf, Manel Youssef, John W. Goodell
| Year of publication: |
2022
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| Authors: | Yousaf, Imran ; Youssef, Manel ; Goodell, John W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-15
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| Subject: | Financial markets | Extreme sentiment spillovers | Quantile-based connectedness measures | S&P500 twitter sentiment index | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Social Web | Social web | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102322 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461651