Heterogeneous sentiment contagion among firms during financial crisis

• Main Authors: Foo, Shu Chen, Su, Qi, Wang, Yutong
• 其他作者: Wang Wenjie
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2025
• 主題: Social Sciences; Sentiment analysis; Contagion; Staggered difference-in-differences; Financial crises; SVB crisis
• 在線閱讀: https://hdl.handle.net/10356/184308
• 機構: Nanyang Technological University

We study the spread of sentiment among firms during the Silicon Valley Bank (SVB) crisis using a heterogeneous staggered difference-in-differences model, where sentiment is measured via dictionary-based analyzers. We merge our constructed sentiment datasets with stock and firm information from the C...