Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing

Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US

(2019) Ruwei Zhao   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Impact of oil price uncertainty on Middle East and African stock markets

(2017) Anupam Dutta et al.   ENERGY

The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices

(2017) Nuno Oliveira et al.   EXPERT SYSTEMS WITH APPLICATIONS

Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index

(2017) Anupam Dutta   JOURNAL OF CLEANER PRODUCTION

Daily happiness and stock returns: Some international evidence

(2016) Wei Zhang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Forecasting with twitter data

(2014) Marta Arias et al.   ACM Transactions on Intelligent Systems and Technology

Causality and Persistence in Ecological Systems: A Nonparametric Spectral Granger Causality Approach

(2012) Matteo Detto et al.   AMERICAN NATURALIST

Twitter mood predicts the stock market

(2011) Johan Bollen et al.   Journal of Computational Science

Analyzing information flow in brain networks with nonparametric Granger causality

(2008) Mukeshwar Dhamala et al.   NEUROIMAGE

Estimating Granger Causality from Fourier and Wavelet Transforms of Time Series Data

(2008) Mukeshwar Dhamala et al.   PHYSICAL REVIEW LETTERS