Shiljas

Shiljas

Doctoral Student in Finance & Accounting

Publications

You can also find my articles on my Google Scholar profile.

Journal Articles

Nexus between Twitter-based sentiment and tourism sector performance amid COVID-19 pandemic

Published in Tourism Economics, 2023

The outbreak of the COVID-19 pandemic and the steps taken to contain its spread resulted in a decline in tourism sector stock prices. Using linear and quantile regressions, we examine the impact of Twitter-based investor sentiment for COVID-19 and Twitter-based sentiment towards uncertainty on the performance of tourism stocks. The findings indicate a heterogenous effect of tweets and Twitter economic uncertainty on tourism sector equity returns with a major impact on the lower quantiles.

Recommended citation: Shiljas, K., Kumar, D., & Bashir, H. A. (2023). Nexus between Twitter-based sentiment and tourism sector performance amid COVID-19 pandemic. Tourism Economics, 29(8), 2200-2205. https://doi.org/10.1177/13548166221123102

Investor Attention and Herding in the Cryptocurrency Market During the Covid-19 Pandemic

Published in Applied Finance Letters, 2021

This study examines the relationship between investor attention and herding effects in the cryptocurrency market by employing the vector autoregression and quantile regression models. Furthermore, we examine whether the COVID-19 pandemic affected herding behaviour in cryptocurrencies. Using the daily closing price and Google search volume of the five leading cryptocurrencies, the paper finds that herding in the cryptocurrency market decreases with an increase in investor attention for the overall sample. The results for the COVID-19 period indicate that the impact of investor attention on the herding effect decreases due to increased attention to the pandemic. This study is one of the initial attempts to examine the impact of investor attention on herding in cryptocurrencies.

Recommended citation: Bashir, H. A., Kumar, D., & Shiljas, K. (2021). Investor Attention and Herding in The Cryptocurrency Market during the Covid-19 Pandemic. Applied Finance Letters, 10, 67-77. https://doi.org/10.24135/afl.v10i.448