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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/59686
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dc.contributor.authorTobias Burggraf-
dc.contributor.otherRalf Fendel-
dc.contributor.otherToan Luu Duc Huynh-
dc.date.accessioned2019-12-27T03:39:17Z-
dc.date.available2019-12-27T03:39:17Z-
dc.date.issued2019-
dc.identifier.issn1350-4851 (Print), 1466-4291 (Online)-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/59686-
dc.description.abstractThis study investigates the impact of political news on stock price movements. Analysing more than 3,200 tweets from US President Donald Trump’s Twitter account, we find that tweets related to the US-China trade war negatively predict S&P 500 returns and positively predict VIX. Granger causality estimates indicate that the causal relationship is one-directional – from Trump tweets to returns and VIX. Finally, the results vary across industries depending on their degree of trade intensity with China.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherTaylor and Francis Online-
dc.relation.ispartofApplied Economics Letters-
dc.relation.ispartofseriesN/A-
dc.rightsInforma UK Limited-
dc.subjectGranger causalityen
dc.subjectPolitical newsen
dc.subjectTrumpen
dc.subjectTwitteren
dc.subjectTrade waren
dc.titlePolitical news and stock prices: evidence from Trump's trade waren
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1080/13504851.2019.1690626-
dc.format.firstpageN/A-
dc.format.lastpageN/A-
ueh.JournalRankingISI, Scopus, ABDC-
item.languageiso639-1en-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairetypeJournal Article-
item.fulltextOnly abstracts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
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