Correlating market movements with consumer confidence and sentiments: a longitudinal study
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20092009
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Nicholas Daly, Colm Kearney and Khurshid Ahmad, Correlating market movements with consumer confidence and sentiments: a longitudinal study, Text Mining Services 2009, Leipzig, Germany, 23 March 2009, Gerhard Heyer, Leipzeiger Beitrage zur Informatik, 2009, 169, 180Download Item:
Abstract:
An analysis of the return and volatility of major stock market indices (S&P 500, Nikkei, and ISEQ 20), consumer confidence surveys (Michigan, Irish and Japanese consumer confidence) and affect content of economic news about the USA and Ireland is presented. The distribution of all the returns is non-normal.
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http://people.tcd.ie/kahmadhttp://people.tcd.ie/kahmad
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PUBLISHEDLeipzig, Germany
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Text Mining Services 2009Publisher:
Leipzeiger Beitrage zur InformatikType of material:
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Full text availableKeywords:
sentiment analysis, financial marketsISSN:
56405Metadata
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