Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of Capital Markets Studies (JCMS) 4 (2020) 1, pp. 61-76
Purpose This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment on the...
