Trading on Twitter: The Financial Information Content of Emotion in Social Media.
Hongkee SulAlan R. DennisLingyao (Ivy) YuanPublished in: HICSS (2014)
Keyphrases
- information content
- social media
- financial markets
- trading systems
- foreign exchange
- trading strategies
- financial information
- stock market
- social media data
- mutual information
- social networks
- social networking
- user generated content
- social media platforms
- stock price
- normal form
- social media sites
- financial data
- exchange rate
- risk management
- semantic similarity
- information diffusion
- salient points
- social networking sites
- online social networks
- online social media
- sharpe ratio
- co occurrence
- emerging topics
- databases
- twitter users
- attribute values
- wavelet transform
- social media content
- news media