Related papers: Tracking Turbulence Through Financial News During …
At the beginning of the COVID-19 outbreak in March, we observed one of the largest stock market crashes in history. Within the months following this, a volatile bullish climb back to pre-pandemic performances and higher. In this paper, we…
The COVID-19 pandemic has generated disruptive changes in many fields. Here we focus on the relationship between the anxiety felt by people during the pandemic and the trust in the future performance of financial markets. Precisely, we move…
Identifying and exploring emerging trends in the news is becoming more essential than ever with many changes occurring worldwide due to the global health crises. However, most of the recent research has focused mainly on detecting trends in…
The Coronavirus pandemic has created complex challenges and adverse circumstances. This research discovers public sentiment amidst problematic socioeconomic consequences of the lockdown, and explores ensuing four potential sentiment…
Social turbulence can affect people financial decisions, causing changes in spending and saving. During a global turbulence as significant as the COVID-19 pandemic, such changes are inevitable. Here we examine how the effects of COVID-19 on…
We study the investor beliefs, sentiment and disagreement, about stock market returns during the COVID-19 pandemic using a large number of messages of investors on a social media investing platform, \textit{StockTwits}. The rich and…
This paper uses a new textual data index for predicting stock market data. The index is applied to a large set of news to evaluate the importance of one or more general economic-related keywords appearing in the text. The index assesses the…
The outbreak of the novel Coronavirus Disease (COVID-19) has greatly influenced people's daily lives across the globe. Emergent measures and policies (e.g., lockdown, social distancing) have been taken by governments to combat this highly…
This paper investigates the relationship between the spread of the COVID-19 pandemic, the state of community activity, and the financial index performance across 20 countries. First, we analyze which countries behaved similarly in 2020 with…
The COVID-19 pandemic has caused international social tension and unrest. Besides the crisis itself, there are growing signs of rising conflict potential of societies around the world. Indicators of global mood changes are hard to detect…
The purpose of this study is to analyse COVID-19 related news published across different geographical places, in order to gain insights in reporting differences. The COVID-19 pandemic had a major outbreak in January 2020 and was followed by…
The coronavirus disease (COVID-19) continues to have devastating effects across the globe. No nation has been free from the uncertainty brought by this pandemic. The health, social and economic tolls associated with it are causing strong…
In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the…
The COVID-19 pandemic has caused severe disruption to economic and financial activity worldwide. We assess what happened to the aggregate U.S. stock market during this period, including implications for both short and long-horizon…
This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for…
COVID-19 has had a much larger impact on the financial markets compared to previous epidemics because the news information is transferred over the social networks at a speed of light. Using Twitter's API, we compiled a unique dataset with…
The US stock market experienced instability following the recession (2007-2009). COVID-19 poses a significant challenge to US stock traders and investors. Traders and investors should keep up with the stock market. This is to mitigate risks…
We present and begin to explore a collection of social data that represents part of the COVID-19 pandemic's effects on the United States. This data is collected from a range of sources and includes longitudinal trends of news topics, social…
We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…
The COVID-19 pandemic has upended daily life around the globe, posing a threat to public health. Intuitively, we expect that surging cases and deaths would lead to fear, distress and other negative emotions. However, using state-of-the-art…