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2016 | 2 (16) | nr 3 | 57--77
Tytuł artykułu

Twitter and the US Stock Market : The Influence of Micro-Bloggers on Share Prices

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
With the increased interest in social media over recent years, the role of information disseminated through avenues such as Twitter has become more widely perceived. This paper examines the mention of stocks on the US markets (NYSE and NASDAQ) by a number of financial micro-bloggers to establish whether their posts are reflected in price movements. The Twitter feeds are selected from syndicated and nonsyndicated authors. A substantial number of tweets were linked to the price movements of the mentioned assets and an event study methodology was used to ascertain whether these mentions carry any significant information or whether they are merely noise. (original abstract)
Rocznik
Tom
Numer
Strony
57--77
Opis fizyczny
Twórcy
autor
  • Coventry University, UK
  • Texas A&M University, Kingsville, USA
autor
  • Coventry University, UK
  • Coventry University, UK
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171441648

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