Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis

I Yousaf, A Bejaoui, S Ali, Y Li - International Review of Financial Analysis, 2024 - Elsevier
Abstract Using the Time-Frequency Wavelet Analysis, this study investigates the dynamic
connectedness between the News Sentiment Index (NSI) and ESG leader indices of …

[HTML][HTML] Headlines or Hashtags? The battle in social media for investor sentiment in the stock market

Y Seetharam, K Nyakurukwa - International Journal of Information …, 2024 - Elsevier
This study tackles the complex task of measuring investor sentiment, a latent variable often
measured through various proxies. The focus here is on textual sentiment extracted from …

Sentimental showdown: News media vs. social media in stock markets

K Nyakurukwa, Y Seetharam - Heliyon, 2024 - cell.com
Motivated by the growing convergence between news media and social media as dominant
sources of information dissemination, this study examines the connection between textual …

[HTML][HTML] The emotional complexity of corporate communication: An emerging market case study

Y Seetharam, K Nyakurukwa - Economics Letters, 2024 - Elsevier
Abstract This study examines Renergen Ltd's Chief Executive Officer's defence of using paid
analysts. By analysing sentiment from the CEO's interview, using Facial Expression …