Financial textual sentiment connectedness: Evidence from alternative data
This study investigates the connectedness of various firm-level investor sentiment proxies—news, social media, ESG positive (ESGpos), and ESG negative (ESGneg) sentiment using aggregate connectedness measures and a sample of DJIA stocks between 2015 and 2024. Our findings reveal that each sentiment...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-06-01
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| Series: | International Journal of Information Management Data Insights |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2667096825000199 |
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