Does It Matter Where You Search? Twitter versus Traditional News Media
作者： Theologos Dergiades , Theodore Panagiotidis , Costas Milas
DOI: 10.1111/JMCB.12805
关键词:
摘要: We compare news in Twitter with traditional outlets and emphasize their differential impact on Eurozone’s sovereign bond market. reveal a two-way information flow between Twitter’s Grexit tweets mentions which suggests not only that both types of serve as important empirical predictors for the market but also old (traditional news) new (Twitter) media are connected; however, influence is stronger. raise Greek spread more than news. Weak contagion effects recorded Portugal Ireland.
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