The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum
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DOI: 10.1016/j.econlet.2022.110598
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Cited by:
- Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Halil D Kaya & Abhinav Maramraju & Anish Nallapu, 2023. "Social Media, Trading Volume, Volatility And Stock Prices," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 40-50, December.
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More about this item
Keywords
Sentiment; Online message board; Stock return;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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