کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7374830 | 1480065 | 2018 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, we explore the cross-correlations between two commonly-employed online sentiment proxies, i.e., the Financial and Economic Attitudes Revealed by Search (FEARS) from Google Trends and Daily Happiness Sentiment (DHS) from Twitter, with the methodology of MF-DCCA. The empirical results mainly show that: firstly, there exists power-law cross-correlation between the FEARS and DHS and the cross-correlation between them perform multifractality; secondly, the degree of multifractality in short term is significantly smaller than that in long term indicating a more stable cross-correlation in short term; finally, with the rolling window analysis, we further find that the evolution of the cross-correlations between FEARS and DHS is erratic.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 508, 15 October 2018, Pages 67-75
Journal: Physica A: Statistical Mechanics and its Applications - Volume 508, 15 October 2018, Pages 67-75
نویسندگان
Zuochao Zhang, Yongjie Zhang, Dehua Shen, Wei Zhang,