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...
Main Authors: | Yousra Trichilli, Mouna Boujelbène Abbes, Sabrine Zouari |
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Format: | Article |
Language: | English |
Published: |
Emerald Publishing
2020-12-01
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Series: | Journal of Capital Markets Studies |
Subjects: | |
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 |
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