The purpose of this study is to investigate the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The methodological approaches utilized are quantile regression and wavelet analysis. The results...

This study investigates the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The results of wavelet coherence analysis highlighted that, at lower frequency bands, Google Search Volume moves in...

We examine investors' reactions to sharp price changes in seven equity markets of Gulf Cooperation Council (GCC) countries to uncover patters of price formation. We compare the price behavior and volatility of these markets within a 15-day window following the arrival of new information. We find...