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COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic

In this paper, we study the role of narratives in stock markets with a particular focus on the relationship with the ongoing COVID-19 pandemic. The pandemic represents a natural setting for the development of viral financial market narratives. We thus treat the pandemic as a natural experiment on th...

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Detalles Bibliográficos
Autores principales: Chen, Yuting, Bredin, Don, Potì, Valerio, Matkovskyy, Roman
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8628144/
https://www.ncbi.nlm.nih.gov/pubmed/34870099
http://dx.doi.org/10.1007/s42521-021-00045-3