A high-frequency approach is used to analyze the effects of President Trumps tweets that criticize the Federal Reserve on financial markets. Identification exploits a short time window around the prec
The collected tweets and Earnings Announcements (EA) cover the period of three years, from June 1, 2013 to June 3, 2016. Companies are ordered by the total number of tweets collected. For each company
Abstract This article estimates association coefficients between measures of market sentiment and risk in the U.S., German and Chinese markets. In terms of risk, four measures were considered: standar
