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Measuring Trump: The Volfefe Index and its impact on European financial markets

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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… read more here.

Keywords: index; volfefe index; measuring trump; european stock ... See more keywords