The interaction between microblog sentiment and stock returns : an empirical examination
Shuyuan Deng, Zhijian (James) Huang, Atish P. Sinha and Huimin Zhao
| Year of publication: |
September 2018
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|---|---|
| Authors: | Deng, Shuyuan ; Huang, Zhijian ; Sinha, Atish P. ; Huimin, Zhao |
| Published in: |
Management information systems : mis quarterly. - Minneapolis, MN : Carlson School of Management, University of Minnesota, ISSN 0276-7783, ZDB-ID 405089-7. - Vol. 42.2018, 3, p. 895-918
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| Subject: | Social media | microblog | stock returns | vector autoregression | big data | sentiment analysis | Social Web | Social web | Kapitaleinkommen | Capital income | Börsenkurs | Share price | VAR-Modell | VAR model | Big Data | Big data | Kapitalmarktrendite | Capital market returns | Web 2.0-Technologien | Web 2.0 technologies | Anlageverhalten | Behavioural finance | Emotion | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.25300/MISQ/2018/14268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011919635