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Skewness Sentiment and Market Anomalies.
Alok Kumar
Mehrshad Motahari
Richard J. Taffler
Published in:
Manag. Sci. (2024)
Keyphrases
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social networks
social media data
anomaly detection
standard deviation
anomalous behavior
data sets
electronic markets
decision making
portfolio selection
root cause
case study
positive and negative
stock price
electricity markets
financial markets
diffusion model
double auction