The impact of political instability driven by the Tunisian revolution on the relationship between Google search queries index and financial market dynamics

The impact of political instability driven by the Tunisian revolution on the relationship between Google search queries index and financial market dynamics

Purpose – This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach – First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment o...

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Bibliographic Details
Main Authors: Yousra Trichilli, Mouna Boujelbène Abbes, Sabrine Zouari
Format: Article
Language:English
Published: Emerald Publishing 2020-12-01
Series:Journal of Capital Markets Studies
Subjects:
political instability
investor sentiment
tunindex
dcc garch model
wavelet coherence model
fmol method
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JCMS-04-2020-0005/full/pdf?title=the-impact-of-political-instability-driven-by-the-tunisian-revolution-on-the-relationship-between-google-search-queries-index-and-financial-market-dynamics

Internet

https://www.emerald.com/insight/content/doi/10.1108/JCMS-04-2020-0005/full/pdf?title=the-impact-of-political-instability-driven-by-the-tunisian-revolution-on-the-relationship-between-google-search-queries-index-and-financial-market-dynamics

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