A note on tweeting and equity markets before and during the Covid-19 pandemic

We investigate the differential effects of a new index of Twitter-based market uncertainty (TMU) and variables for the US equity market before and during the Covid-19 pandemic. We find that markets are significantly more sensitive to the uncertainty contained in tweets during the pandemic, the TMU i...

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Detalles Bibliográficos
Autores principales: Chatterjee, Ujjal, French, Joseph J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994474/
https://www.ncbi.nlm.nih.gov/pubmed/35431675
http://dx.doi.org/10.1016/j.frl.2021.102224

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994474/
https://www.ncbi.nlm.nih.gov/pubmed/35431675
http://dx.doi.org/10.1016/j.frl.2021.102224

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