Impact of Social Media on the Stock Market: Evidence from Tweets
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DOI: 10.11118/ejobsat.v1i1.35
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More about this item
Keywords
stock returns; Granger causality; text mining; sentiment analysis; CAPM;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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