Investor sentiment networks: mapping connectedness in DJIA stocks

Abstract This study examines the connectedness of firm-level online investor sentiment using Dow Jones Industrial Average constituent stocks. Leveraging two proxies of online textual sentiment, namely news media and social media sentiment, we investigate sentiment connectedness at two levels: freque...

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Bibliographic Details
Main Authors: Kingstone Nyakurukwa, Yudhvir Seetharam
Format: Article
Language:English
Published: SpringerOpen 2025-01-01
Series:Financial Innovation
Subjects:
Online Access:https://doi.org/10.1186/s40854-024-00675-7