Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market
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DOI: 10.18559/ebr.2024.3.1200
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References listed on IDEAS
- Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024. "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
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- Sabbaghi, Omid, 2022. "The impact of news on the volatility of ESG firms," Global Finance Journal, Elsevier, vol. 51(C).
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More about this item
Keywords
COVID-19; ESG; frequency spillovers; quantile connectedness; sustainability;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- N27 - Economic History - - Financial Markets and Institutions - - - Africa; Oceania
- N57 - Economic History - - Agriculture, Natural Resources, Environment and Extractive Industries - - - Africa; Oceania
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