Trading on Twitter: Using Social Media Sentiment to Predict Stock Returns.
Hongkee SulAlan R. DennisLingyao (Ivy) YuanPublished in: Decis. Sci. (2017)
Keyphrases
- social media
- stock returns
- social media data
- stock data
- financial markets
- online social media
- public opinion
- stock market
- real world events
- social media content
- sentiment analysis
- social networking
- chinese stock market
- social networks
- cross sectional
- social media sites
- social media platforms
- panel data
- stock price
- user generated content
- sentiment classification
- developed countries
- financial time series
- stock exchange
- online social networks
- polarity classification
- opinion mining
- information diffusion
- trend analysis
- social networking sites
- sample set
- risk management
- non stationary
- knowledge management
- text mining
- natural language processing
- information technology
- e learning
- feature selection