Does connection with @realDonaldTrump affect stock prices?
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More about this item
Keywords
Twitter; US Election; stock market; investor sentiment; text classification; computational linguistics.;JEL classification:
- D72 - Microeconomics - - Analysis of Collective Decision-Making - - - Political Processes: Rent-seeking, Lobbying, Elections, Legislatures, and Voting Behavior
- 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-2018-02-26 (Computational Economics)
- NEP-POL-2018-02-26 (Positive Political Economics)
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