Music sentiment and stock returns
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2020.109260
Abstract: We develop a novel measure of investor sentiment based on the valence of songs that individuals listen to. Our measure of music sentiment captures seasonal and weather-induced mood swings and is associated with a systematic… read more here.
Keywords: music sentiment; sentiment stock; stock returns; sentiment ... See more keywords
Football sentiment and stock market returns: Evidence from a frontier market
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2021.100472
Abstract: Abstract This study examines the effect of investor sentiment on the Vietnamese stock market. Using the results of international football matches as exogenous shocks on investor sentiment, and information from two major stock exchanges, we… read more here.
Keywords: market; market returns; sentiment stock; sentiment ... See more keywords
Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.02.043
Abstract: This paper employs SBW proposed by Baker and Wurgler (2006) to investigate the nonlinear asymmetric Granger causality between investor sentiment and stock returns for US economy while considering different time-scales. The wavelet method is utilized… read more here.
Keywords: sentiment stock; investor sentiment; stock returns;
Twitter sentiment and stock market: a COVID-19 analysis
Sign Up to like & getrecommendations! Published in 2023 at "Journal of Economic Studies"
DOI: 10.1108/jes-09-2022-0486
Abstract: PurposeUsing textual analysis the authors study the relationship between social media sentiments and stock markets during the COVID-19 pandemic.Design/methodology/approachThe study analysis is based on a sample of 1,616,007 tweets over the period January to June… read more here.
Keywords: stock market; twitter sentiment; analysis; sentiment stock ... See more keywords