Covid-19 pandemic and spillover effects in stock markets: A financial network approach
This paper examines the impact of the COVID-19 pandemic on 51 major stock markets, both
emerging and developed. We isolated the countries susceptible to shock transmissions, and …
emerging and developed. We isolated the countries susceptible to shock transmissions, and …
Feverish sentiment and global equity markets during the COVID-19 pandemic
This paper proposes a new approach to estimating investor sentiments and their
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …
[HTML][HTML] The conditional impact of investor sentiment in global stock markets: A two-channel examination
While investor sentiment has been shown to have a robust, direct impact on stock returns,
we know little about how it impacts returns through an indirect channel from conditional …
we know little about how it impacts returns through an indirect channel from conditional …
Are markets sentiment driving the price bubbles in the virtual?
This paper investigates the existence of speculative bubbles in four crypto-market
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …
Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions
A Todd, J Bowden, Y Moshfeghi - Intelligent Systems in …, 2024 - Wiley Online Library
Summary Advances in Deep Learning have drastically improved the abilities of Natural
Language Processing (NLP) research, creating new state‐of‐the‐art benchmarks. Two …
Language Processing (NLP) research, creating new state‐of‐the‐art benchmarks. Two …
Sectoral risk contagion and quantile network connectedness on Chinese stock sectors after the COVID-19 outbreak
Y Gao, W Zheng, Y Wang - China Finance Review International, 2023 - emerald.com
Purpose This study aims to explore the risk spillover effects among different sectors of the
Chinese stock market after the outbreak of COVID-19 from both Internet sentiment and price …
Chinese stock market after the outbreak of COVID-19 from both Internet sentiment and price …
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK
This paper examines the effect of news and social media sentiments on the stock and bond
market volatility and their dynamic return correlation over the period 1998− 2017. A principal …
market volatility and their dynamic return correlation over the period 1998− 2017. A principal …
Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses
X Su, Y Li - Plos one, 2020 - journals.plos.org
This paper examines the sentiment spillovers among oil, gold, and Bitcoin markets by
employing spillovers index methods in a time-frequency framework. We find that the total …
employing spillovers index methods in a time-frequency framework. We find that the total …
LASSO-driven inference in time and space
LASSO-driven inference in time and space Page 1 The Annals of Statistics 2021, Vol. 49, No.
3, 1702–1735 https://doi.org/10.1214/20-AOS2019 © Institute of Mathematical Statistics …
3, 1702–1735 https://doi.org/10.1214/20-AOS2019 © Institute of Mathematical Statistics …
Imported financial risk in global stock markets: Evidence from the interconnected network
Z Ouyang, X Zhou, M Lu, K Liu - Research in International Business and …, 2024 - Elsevier
This paper proposes an interconnected network, including the volatility layer and sentiment
layer, to examine imported financial risk in global stock markets. We compare and explore …
layer, to examine imported financial risk in global stock markets. We compare and explore …