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Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101447
Abstract: Abstract In this study, we examine the predictive power of the recently constructed Volfefe Index, the quantification of the tweeting activity of U.S. president Donald J. Trump, on the dynamics of European stock markets. After…
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Keywords:
index;
volfefe index;
measuring trump;
european stock ... See more keywords