Dynamic Cross-Correlation between Online Sentiment and Stock Market Performance: A Global View

Figure 2

The cross-correlation statistics between online sentiment (DHS) and stock market return in developed countries: (a) US: SP500, (b) US: Nasdaq, (c) Japan: Nikkei, (d) Korea: KOSPI, (e) Germany: DAX, and (f) UK: FTSE.

(a)

(b)

(c)

(d)

(e)

(f)