Dynamic Cross-Correlation between Online Sentiment and Stock Market Performance: A Global View
This paper focuses on investigating the dynamic cross-correlation relationship between online sentiment and returns of major global stock markets based on the MF-DCCA method. We use Daily Happiness (DHS), an index derived from Twitter posts through textual analysis as a proxy of online sentiment. By...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2021/6674379 |
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