Browsing Economic and Management Sciences by Subject "Sentiment"

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Google search trends and stock markets : sentiment, attention or uncertainty?

Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, Princess Rutendo; Brzeszczynski, Janusz (Elsevier, 2024-01)

Keyword-based measures purporting to reflect investor sentiment, attention or uncertainty have increasingly been used to model stock market behaviour. We investigate and shed light on the narrative reflected by Google ...
Spillover of sentiment in the European Union : evidence from time- and frequency-domains

Plakandaras, Vasilios; Tiwari, Aviral Kumar; Gupta, Rangan; Ji, Qiang (Elsevier, 2020-07)

The issue of economic integration of the economies consisting the European Union across its various leaps of expansion throughout the years has been brought back to light during the recent sovereign crisis of the southern ...
Time-varying spillovers between housing sentiment and housing market in the United States

Andre, Christophe; Gabauer, David; Gupta, Rangan (Elsevier, 2021-10)

This paper investigates spillovers between the housing sentiment index of Bork et al.(2020), common factors in US real housing returns and their volatility, GDP growth and real interest rates. We find that in contrast to ...

Now showing items 1-3 of 3

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