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Media sentiment and short stocks performance during a systemic crisis · Study

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ArticleMedia sentiment and short stocks performance during a systemic crisis

Zaghum Umar2021

Article2021

Media sentiment and short stocks performance during a systemic crisis

Zaghum Umar · Oluwasegun Babatunde Adekoya · Johnson Ayobami Oliyide · Mariya Gubareva

62 citations·0/0 files stored·International Review of Financial Analysis

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2009Media Coverage and the Cross‐section of Stock Returns 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 2014A new index of financial conditions 2020Return connectedness across asset classes around the COVID-19 outbreak

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Year2021

Typearticle

Published2021-09-27

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations62

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.irfa.2021.101896

openalex_workW3204544840

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