Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10014581049
Finance researchers keep producing increasingly complex and computationally-intensive models of stock returns. Separately, professional analysts forecast stock returns daily for their clients. Are the sophisticated methods of researchers achieving better forecasts or are we better off relying on...
Persistent link: https://www.econbiz.de/10012896873
In this paper, I argue that we can use consumer and investor perceptions to forecast short-term fluctuations in asset prices. Using tweets scraped from Twitter between 2009 and 2019, I perform textual analysis to construct daily sentiment indices. While other scholars have relied on third-party...
Persistent link: https://www.econbiz.de/10012899271