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Equity returns and sentiment - MaRDI portal

Equity returns and sentiment (Q2148731)

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scientific article
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Equity returns and sentiment
scientific article

    Statements

    title
    Equity returns and sentiment (English)
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    author
    Zibin Huang
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    Rustam Ibragimov
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    publication date
    24 June 2022
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    zbMATH DE Number
    7547646
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    zbMATH Keywords
    sentiment
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    asset prices
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    asset returns
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    dependence
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    Granger causality
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    predictive regressions
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    autoregressive distributed lag models
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    GARCH models
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    volatility
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    describes a project that uses
    twitteR
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    CRAN
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    OpenAlex ID
    W4285135820
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