The role of social media in the stock market: twitter sentiment as a predictor of stock returns

The recent surge of emerging technologies, combined with the growth of social media securities-related microblogging, instigated academics to explore new proxies for sentiment. This research dissects the association between 1-month lagged Twitter sentiment and stock returns for the S&P500 consti...

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Detalhes bibliográficos
Autor principal: Costa, Davide Gomes (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2022
Assuntos:
Asset pricing
Big data
Sentiment analysis
Stock return
Investor sentiment
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Texto completo:http://hdl.handle.net/10362/140471
País:Portugal
Oai:oai:run.unl.pt:10362/140471

Texto Completo

http://hdl.handle.net/10362/140471

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