How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?

Ammari, Aymen; Chebbi, Kaouther; Arfa, Nouha Ben

doi:10.1016/j.irfa.2023.102633

Cited by 11 publications

(3 citation statements)

References 25 publications

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“…That is probably the reason why many linear models arrive at different conclusions. In that sense, we agree with Ammari et al (2023). However, our contributions are not necessarily limited to the implications for the stock market but the wider corporate world.…”

Section: Introductionsupporting

confidence: 73%

“…Furthermore, as we mention below in the literature review section, we contribute to the literature by studying consumer behavior with ramifications on the corporate world and stock market where the literature is inconclusive (Ammari et al, 2023). We show that the anticipated shock to consumer behavior was only temporary but not permanent.…”

Section: Introductionmentioning

confidence: 84%

“…However, the precise identification and permanency of the aforementioned impact is still disputed. Ammari et al (2023) state that the recent literature remains inconclusive regarding the effect of COVID-19 information and investor sentiment on financial markets. Likewise, survey data conducted early in the post-pandemic period cast doubt on the perception of permanency of the pandemic.…”

Section: Literature Reviewmentioning

confidence: 99%

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Did the COVID-19 pandemic permanently impact e-commerce in the US market?

Genc,

Arzaghi

2024

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The pandemic compelled many individuals, initially hesitant about online shopping, to overcome their reservations, acquire essential skills, and transition to online retail. This provided a natural experiment to assess whether the barriers to online shopping and the comfort of traditional in-store habits have hindered a broader shift to e-commerce. This paper uses the US retail data to analyze e-commerce activities before, during, and after the pandemic to determine whether the pandemic has permanently altered the pattern of the activities to determine whether the pandemic has permanently altered the pattern of the activities by utilizing structural break detection tools. Additionally, we carry out a forecasting exercise for post-pandemic based on pre-pandemic data to confirm our findings. Results suggest that while e-commerce activities surged during lockdown, they have predominantly reverted to pre-pandemic patterns. Our findings caution both investors and companies against overreaction in the face of exuberant changes in the market to avoid painful corrections afterward.