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Int J Fin Econ - 2022 - Koch - News Sentiment and International Equity Markets During BREXIT Period A Textual and by sonia969696 is a document available to read on EtoBox.

This study analyzed over 34,000 news articles about Brexit from the Financial Times to quantify sentiment into positive, negative, and neutral categories. It then used the time-varying connectedness approach of Diebold and Yilmaz (2009, 2012) to analyze how news sentiment co-moved with international equity indices from the UK, Europe, and globally. The study found limited spillover from news sentiment to equity markets, with stronger spillover among subsets of articles more relevant to financial markets. Sp

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sonia969696

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EN