Filippou, Ilias; Gozluklu, Arie Eskenazi; T. Nguyen, My; … - 2021
Using textual analysis, we identify the set of Trump tweets that contain information on macroeconomic policy, trade, or exchange rate content. We then analyze the effects of Trump tweets on the intraday trading activity of foreign exchange markets, such as trading volume, volatility, and FX spot...