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Stock market response to information diffusion through internet sources: A literature review

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  • Agarwal, Shweta
  • Kumar, Shailendra
  • Goel, Utkarsh

Abstract

This exploratory work reviews the research work undertaken to study the impact of the information content of the Internet, available through online news articles and various social media platforms, over the retail investors’ trading patterns and the stock market as a whole. The research articles considered have been published between 1992 and 2017, and classified on the basis of year of publication, countries in the sample, publication source and the focus area of the work. The literature survey highlights a number of research gaps that can provide directions for future research. The paper contributes to the existing literature by presenting the first systematic review, as the survey reveals that there is no such article that comprehensively reviews and consolidates the research work available in this area and thus this article seeks to fill this gap too.

Suggested Citation

  • Agarwal, Shweta & Kumar, Shailendra & Goel, Utkarsh, 2019. "Stock market response to information diffusion through internet sources: A literature review," International Journal of Information Management, Elsevier, vol. 45(C), pages 118-131.
    • Handle: RePEc:eee:ininma:v:45:y:2019:i:c:p:118-131
    DOI: 10.1016/j.ijinfomgt.2018.11.002
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