The Twitter Bullishness Index: A Social Media Analytics Indicator for the Stock Market.
Carl Julien BarreletSebnem Sahin KuzulugilAyse Basar BenerPublished in: IDEAS (2016)
Keyphrases
- social media
- stock market
- stock index
- garch model
- chinese stock market
- short term
- big data
- social networking
- social networks
- stock index futures
- stock exchange
- stock price
- social media platforms
- user generated content
- trading rules
- financial markets
- investment strategies
- financial data
- stock trading
- social media data
- social media sites
- listed companies
- public opinion
- financial news
- stock data
- financial time series
- social media content
- stock returns
- social media streams
- portfolio optimization
- social networking sites
- online social media
- real world events
- financial information
- decision support system
- long term
- decision making