Is User-Generated Twittersphere Activity Associated with Stock Market Reactions to 8-K Filings?
Roger S. DebrecenyAsheq Razaur RahmanTawei WangPublished in: J. Inf. Syst. (2021)
Keyphrases
- stock market
- user generated
- stock price
- short term
- web content
- social media
- user generated content
- stock exchange
- financial time series
- trading rules
- stock index futures
- listed companies
- sentiment analysis
- stock trading
- stock data
- financial data
- stock returns
- financial news
- long term
- financial markets
- stock market data
- user interests
- garch model
- video sharing
- geo tagged
- chinese stock market