The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices
In this paper, we propose a robust methodology to assess the value of microblogging data to forecast stock market variables: returns, volatility and trading volume of diverse indices and portfolios. The methodology uses sentiment and attention indicators extracted from microblogs (a large Twitter da...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2017
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/54457 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/54457 |