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Published in 2020 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-020-00870-4
Abstract: This study proposes a new measure of firm-level uncertainty exposure around important political events. More specifically, we construct a degree of (dis)agreement among social media users who jointly mention firms and politicians. We study a…
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Keywords:
social media;
political uncertainty;
media political;
uncertainty stock ... See more keywords