Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

This study derives its motivation from the current global pandemic, COVID-19, to evaluate
the relevance of health-news trends in the predictability of stock returns. We demonstrate …

This paper offers two main innovations. First, we construct a global fear index (GFI) for the
COVID-19 pandemic to support economic, financial, and policy analyses in this area …

This exploratory work reviews the research work undertaken to study the impact of the
information content of the Internet, available through online news articles and various social …

The financial market response to the COVID-19 pandemic provides the first example of a
market crash instigated by a health crisis. As such, the crisis provides a unique setting in …

We analyze the impact of sentiment and attention variables on the stock market volatility by
using a novel and extensive dataset that combines social media, news articles, information …

This study examines the relationship between positive and negative investor sentiments and
stock market returns and volatility in Group of 20 countries using various methods, including …

We investigate whether Google searches can explain current and predict future abnormal
returns, trading volume, and volatility of the largest companies listed on the Oslo Stock …

To meet its solemn commitments in the area of climate change and environmental
protection, China is working to promote the development of green finance, hoping to direct …

In this paper, we test the role of news in the predictability of return volatility of digital currency
market during the COVID-19 pandemic. We use hourly data for cryptocurrencies and daily …