Original paper
Trading on Twitter: Using Social Media Sentiment to Predict Stock Returns
Abstract
Decision making is often based on the rational assessment of information, but recent research shows that emotional sentiment also plays an important role, especially for investment decision making. Emotional sentiment about a firm's stock that spreads rapidly through social media is more likely to be incorporated quickly into stock prices (e.g., on the same trading day it was expressed), while sentiment that spreads slowly takes longer to be...
Paper Details
Title
Trading on Twitter: Using Social Media Sentiment to Predict Stock Returns
Published Date
Jun 23, 2016
Journal
Volume
48
Issue
3
Pages
454 - 488
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Notes
History