News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?
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DOI: 10.1108/JRF-06-2022-0168
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Other versions of this item:
- Viet Hoang Le & Hans-Jörg von Mettenheim & Stéphane Goutte & Fei Liu, 2022. "News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(1), pages 72-88, November.
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Cited by:
- Simone Boccaletti & Paolo Maranzano & Caterina Morelli & Elisa Ossola, 2024. "ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War," Working Papers 544, University of Milano-Bicocca, Department of Economics.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Mirza, Nawazish & Umar, Muhammad & Mangafic, Jasmina, 2023. "Covid-19 vaccines and investment performance: Evidence from equity funds in European Union," Finance Research Letters, Elsevier, vol. 53(C).
- Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024. "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, vol. 93(C).
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Keywords
Big data; GDELT; Sentiment analysis; Stock market prediction; Ukraine war;All these keywords.
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