Browsing by Subject "Causality"
Now showing items 1-2 of 2
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Applying big data methods to understanding human behavior and health
( Frontiers Media S.A. , 2018 , Article)[No abstract available] -
The impact of Twitter-based sentiment on US sectoral returns
( Elsevier , 2022 , Article)This paper scrutinizes the effect of Twitter-based sentiment on US sectoral returns using data from between 21 June 2010 and 13 April 2020. We apply causality in quantiles as a non-parametric measure, followed by a rolling ...