Social media and price discovery: the case of cross-listed firms
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More about this item
Keywords
Twitter; investor sentiment; cross-listed stocks; text classification; computational linguistics;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
- L86 - Industrial Organization - - Industry Studies: Services - - - Information and Internet Services; Computer Software
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-04-20 (Computational Economics)
- NEP-FMK-2020-04-20 (Financial Markets)
- NEP-ICT-2020-04-20 (Information & Communication Technologies)
- NEP-MST-2020-04-20 (Market Microstructure)
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