Negativity Bias in the European Emissions Market: Evidence from High-Frequency Twitter Sentiment

Peter Deeney

doi:10.2139/ssrn.3174353

Negativity Bias in the European Emissions Market: Evidence from High-Frequency Twitter Sentiment

Peter Deeney

University College Cork

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.3174353
Publication status	Published - 2018

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 13 Climate Action

Keywords

Volatility (finance)
Futures market
Market sentiment
Futures contract
Economics
Autoregressive conditional heteroskedasticity
Financial economics
Negativity effect
Negativity bias
Econometrics
European market
Psychology
International economics
Cognitive psychology

Access to Document

10.2139/ssrn.3174353

https://openalex.org/W2919086910Licence: CC BY-NC-ND

Cite this

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title = "Negativity Bias in the European Emissions Market: Evidence from High-Frequency Twitter Sentiment",

keywords = "Volatility (finance), Futures market, Market sentiment, Futures contract, Economics, Autoregressive conditional heteroskedasticity, Financial economics, Negativity effect, Negativity bias, Econometrics, European market, Psychology, International economics, Cognitive psychology",

author = "Peter Deeney",

year = "2018",

doi = "10.2139/ssrn.3174353",

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journal = "SSRN Electronic Journal",

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KW - Negativity bias

KW - Econometrics

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