Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore
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DOI: 10.1016/j.physa.2019.122020
Abstract: Abstract In this paper, with the newly emerged Twitter happiness index, we employ the VAR regression, linear, and nonlinear Granger causality tests to investigate the predictive correlations between daily happiness sentiment (DHS) and Singapore Straits… read more here.
Keywords: happiness sentiment; daily happiness; quantifying correlation; correlation prediction ... See more keywords