Does it really pay off for investors to consider information from social media?
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DOI: 10.1016/j.irfa.2022.102074
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Cited by:
- Tanaka, Yoshitaka & Managi, Shunsuke, 2023. "Attention-Grabbing ESG," MPRA Paper 116786, University Library of Munich, Germany.
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More about this item
Keywords
Return predictability; Fundamental information; Wisdom of crowds; Investor sentiment; Social media;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G40 - Financial Economics - - Behavioral Finance - - - General
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