IDEAS home Printed from https://ideas.repec.org/a/rmk/rmkbae/v10y2023i2p47-66.html
   My bibliography  Save this article

Twitter‘s happiness sentiment index impacts on financial markets: an integrated overview of empirical findings

Author

Listed:
  • ?ikolaos A. Kyriazis

Abstract

This survey paper investigates the empirical findings of academic work that explores the nexus between the highly innovative Twitter happiness sentiment index and a range of financial assets. An integrated overview of econometric outcomes and the relevant investment policy implications are provided. It is revealed that investor happiness reinforces the safe haven abilities of gold. Moreover, major stock indices are highly influenced by the happiness index especially at higher quantiles. Reverse causality between the happiness index and stock indices is also detected but in a weaker level. This survey contributes to better understanding investment decisions based on behavioural finance and provides evidence about the nexus of investor sentiment estimation with the financial sector nowadays.

Suggested Citation

  • ?ikolaos A. Kyriazis, 2023. "Twitter‘s happiness sentiment index impacts on financial markets: an integrated overview of empirical findings," Bulletin of Applied Economics, Risk Market Journals, vol. 10(2), pages 47-66.
    • Handle: RePEc:rmk:rmkbae:v:10:y:2023:i:2:p:47-66
    as

    Download full text from publisher

    File URL: https://www.riskmarket.co.uk/bae/journals-articles/issues/twitters-happiness-sentiment-index-impacts-on-financial-markets-an-integrated-overview-of-empirical-findings/?download=attachment.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Investor happiness; Investor sentiment; Twitter; Survey; Gold; Stock prices.;
    All these keywords.

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G40 - Financial Economics - - Behavioral Finance - - - General
    • Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rmk:rmkbae:v:10:y:2023:i:2:p:47-66. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Eleftherios Spyromitros-Xioufis (email available below). General contact details of provider: http://www.riskmarket.co.uk/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.