IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-01945592.html
   My bibliography  Save this paper

Information, sentiment, attention, and buzz in the financial markets

Author

Listed:
  • Hubert de La Bruslerie

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

This paper aims at focusing on the avenues of research related to the process of information integration by taking explicitly into account investors' sentiment, investors' attention, and the buzz hypothesis. New social media introduce change in the way information is processes in the market. Qualitative concepts such as rumor, opinion, sentiment, are often put in the frontstage. Moreover the formal dimensions of information become more important compared to the content of information. This leads to new avenues of research aside the standard information value hypothesis.

Suggested Citation

  • Hubert de La Bruslerie, 2017. "Information, sentiment, attention, and buzz in the financial markets," Post-Print hal-01945592, HAL.
    • Handle: RePEc:hal:journl:hal-01945592
    DOI: 10.20870/fb.2017.1.1.1854
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Takumi Ito & Motoki Masuda & Ayaka Naito & Fumiko Takeda, 2021. "Application of Google Trends‐based sentiment index in exchange rate prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1154-1178, November.

    More about this item

    Keywords

    investors; social media;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-01945592. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.