Twitter's daily happiness sentiment and the predictability of stock returns
Year of publication: |
November 2017
|
---|---|
Authors: | You, Wan-hai ; Guo, Yawei ; Peng, Cheng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 58-64
|
Subject: | Investor sentiment | Daily happiness | Stock returns | Granger non-causality | Quantile regression | Kapitaleinkommen | Capital income | Zufriedenheit | Satisfaction | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Deutschland | Germany |
-
Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen, (2018)
-
Explaining and forecasting abnormal returns and volume by investor sentiment indicators
Lis, Szymon, (2024)
-
Does investor sentiment predict bitcoin return and volatility? : a quantile regression approach
Dias, Ishanka K., (2022)
- More ...
-
Guo, Yawei, (2021)
-
You, Wan-hai, (2017)
-
Zhu, Huiming, (2016)
- More ...