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Browsing Financial Management by Author "Charteris, Ailie"
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Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia; Brzeszczynski, Janusz
(Elsevier, 2024-08)
The phases of a crisis are critical to understanding its evolution. We construct an economic agent-determined machine learning-based Google search index that associates search terms with uncertainty to isolate COVID-19-related ...
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Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia
(Elsevier, 2023-05)
We investigate stock market uncertainty spillovers to commodity markets using wavelet coherence and a general stock market-related Google search trends (GST)-based index to proxy for uncertainty. GST reflect stock market ...
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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 ...