A growing body of research and practical applications employ social media data as the
proxy for a complex behavior of a society. This paper provides an overview of academic …

This study derives its motivation from the current global pandemic, COVID-19, to evaluate
the relevance of health-news trends in the predictability of stock returns. We demonstrate …

This paper offers two main innovations. First, we construct a global fear index (GFI) for the
COVID-19 pandemic to support economic, financial, and policy analyses in this area …

This exploratory work reviews the research work undertaken to study the impact of the
information content of the Internet, available through online news articles and various social …

This paper examines the impact of the novel coronavirus (COVID-19) on the degree and
structure of risk-return dependence in the US. The results from quantile regression (QR) …

This study investigates the dynamic directional information spillover of return and volatility
between the fossil energy market, investor sentiment towards renewable energy and the …

Purpose Predicting commodity futures trading volumes represents an important matter to
policymakers and a wide spectrum of market participants. The purpose of this study is to …

We analyze the impact of sentiment and attention variables on the stock market volatility by
using a novel and extensive dataset that combines social media, news articles, information …

Cryptocurrencies, such as Bitcoin, have ignited intense discussions. Despite receiving
extensive public attention, theoretical understanding is limited regarding the value of …

Pollution problems have recently become prominent in China, which has not only amplified
public concerns on environmental protection but has also pushed the Chinese government …