Abstract
This study offers a robust examination of the impact of textual sentiment on price deviations for dual-listed stocks. We analysed four (three) pairs of twin stocks to establish the association between news (Twitter) sentiment differentials and theoretical price ratios. The results reveal that: Anglo-American and Anglo-Australian twin stocks exhibit a negative relationship between news (Twitter) sentiment and deviations from theoretical price parity, while the Anglo-South African twin stocks display a positive relationship using news sentiment differentials. We shed light on the role of online sentiment in understanding price deviations and offer valuable insights for investors and analysts.
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