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Financial economics / Forecasting / Volatility / Implied volatility / VIX / Mathematical finance / Statistics / Mathematical sciences


On the Predictability of Stock Market Behavior using StockTwits Sentiment and Posting Volume Abstract. In this study, we explored data from StockTwits, a microblogging platform exclusively dedicated to the stock market.
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Document Date: 2014-10-02 20:05:14


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File Size: 282,95 KB

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City

Vienna / /

Company

IBM / Amazon / Chicago Board Options Exchange / Standard and Poor / Twitter / Google / Goldman Sachs / Apple / /

Country

Austria / United States / /

IndustryTerm

web data sources / search engine data / machine learning algorithm / search queries / microblogging services / /

MarketIndex

S&P 100 / Dow 30 / /

OperatingSystem

Linux / /

Organization

Foundation for Statistical Computing / /

Person

Lasse Heje Pedersen / Anne B Koehler / Rob J Hyndman / Yakov Amihud / Leonard J Tashman / Haim Mendelson / /

Position

major US index / Rt / representative / /

Product

StockTwits / M-16 / /

ProgrammingLanguage

R / Python / /

PublishedMedium

Review of Financial Studies / The Journal of Behavioral Finance / /

Technology

neuroscience / t-1 / JSON / machine learning algorithm / Linux / search engine / /

URL

http /

SocialTag