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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2022
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| 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 |