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Social media sentiment, tariffs, and international equity pricing

Author

Listed:
  • Jesus Carmona
  • Natalya Delcoure
  • Francisco Haces Fernandez

Abstract

Previous research has evaluated the impact of social media on financial market performance. This research investigates the imposition of Trump's trade tariffs and sentiments of President Trump's trade tariff-related tweets on international equity using exchange-traded funds (ETFs). We document that tweets move international equity prices, affect their volatility, and draw market attention. In addition, the impact of Twitter - a social media outlet allowing users to curate information, update followers, and report news in real time to a wide audience - is a function of event randomness, tweets' novelty, and whether an 'influencer' uses this channel of communication to post relevant tweets.

Suggested Citation

  • Jesus Carmona & Natalya Delcoure & Francisco Haces Fernandez, 2020. "Social media sentiment, tariffs, and international equity pricing," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 10(1/2), pages 93-115.
    • Handle: RePEc:ids:ijelfi:v:10:y:2020:i:1/2:p:93-115
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