Can blog communication dynamics be correlated with stock market activity?
Munmun De ChoudhuryHari SundaramAjita JohnDorée D. SeligmannPublished in: Hypertext (2008)
Keyphrases
- stock market
- communication patterns
- short term
- stock price
- trading rules
- stock exchange
- financial time series
- financial markets
- stock trading
- stock data
- stock returns
- stock index futures
- financial data
- listed companies
- long term
- social media
- garch model
- financial news
- portfolio optimization
- stock market data
- chinese stock market
- regression model