Lead-Lag Relationship between Investor Sentiment in Social Media9 Investor Attention in Google, and Stock Return.
Aldila RizkianaSari HasriniPameodji HardjomidjojoBudhi PrihartonoIndryati SunaryoIlham Reza PrasetyoPublished in: ICDIM (2018)
Keyphrases
- social media
- stock market
- stock price
- social media data
- web traffic
- user comments
- short term
- real world events
- public opinion
- portfolio theory
- stock exchange
- financial markets
- stock data
- online social media
- social networks
- sentiment analysis
- asset allocation
- historical data
- social networking
- news articles
- search engine
- stock trading
- long term
- investment decisions
- big data
- opinion mining
- social media platforms
- social media sites
- portfolio optimization
- website
- social media content
- user generated content
- visual attention
- portfolio selection
- blog posts