Table 3

Granger causality analysis between Tweets and FTSE_MIB

LagFTweets (Tt)
1 day8.60880.004325
2 days4.51790.01384
3 days8.64575.145*10–5
4 days7.17736.12*10–5
5 days5.7250.0001709
6 days4.78170.0004026
7 days5.28048.242*10–5

Note(s): **p < 0.05

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