#3085. Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK

December 2026publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript3510 $

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Journal’s subject area:
Finance;
Economics and Econometrics;
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Abstract:
The article examines the impact of news and sentiment in social networks on the volatility of the stock and bond markets and their dynamic correlation of returns over the period from 1998 to 20XX. The results show that news sentiment has a stronger effect on volatility, while social media has a stronger effect on correlation.
Keywords:
Principal Component Analysis; Sentiment; Stock-bond correlation; Volatility

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