[PDF] Top 20 The Effects of Twitter Sentiment on Stock Price Returns.
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The Effects of Twitter Sentiment on Stock Price Returns.
... behavior of other complex systems. In this paper we investigate the relations between a well-known micro-blogging platform Twitter and financial ...period of 15 months, the ... See full document
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Do the words matter? An analysis of the linguistic sentiment of earnings conference calls and abnormal stock returns in brazilian companies
... reflect the sentiment of texts: negative, positive, uncertainty, litigious, strong modal, and weak modal ...Based on the frequency of the words, they analyzed the ... See full document
15
APPLICATION OF ADAPTIVE NEURO-FUZZY INFERENCE SYSTEM IN INTEREST RATES EFFECTS ON STOCK RETURNS
... In the current study we examine the effects of interest rate changes on common stock returns of Greek banking ...examine the Generalized Autoregressive ... See full document
12
M ASTER OFS CIENCE IN
... market returns. It is in this set of regressions that the highest R-squared values are achieved — even though the use of one-way fixed effects panel clearly reduces ...In ... See full document
48
The Effects of Asset Management and Profitability on Stock Returns: A Comparative Study between Conventional and Islamic Stock Markets in Indonesia
... in stock returns between conventional and Islamic stock returns In Indonesia for the period ...explore the effect of asset management and profitability both stock ... See full document
11
The impact of investor sentiment in the Swiss stock market
... lack of earnings history, which increases speculations. The authors conclude that when in the beginning-of-period proxies have low sentiment, the following returns are ... See full document
51
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
... unturned. The discussion by Bali points to useful exten- sions and robustness checks of our ...Estimating the price of tail risk by Fama– MacBeth cross-sectional regressions is ... See full document
9
Rev. Bras. Econ. vol.57 número4
... for the optimal consumption- investment problem assuming that the dynamic programming principle holds and that the stock returns are modelled by a pure-jump L´evy processes, to solve ... See full document
24
Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
... research, the following. First, some preliminary results we obtain on day of the month effects, which we do not report, signal that this may be the type of calendar effect ... See full document
32
Effect of Macroeconomic Variables on the Ghanaian Stock Market Returns: A Co-integration Analysis
... investigates the effect of macroeconomic variables on the Ghanaian stock market returns using monthly data over period January 1992 to December, ...consumer price index ... See full document
12
Predicting the price index of Tehran Stock Exchange
... Based on the current theories in financial markets, market returns are independent from each ...Based on EMH theory, prices in stock exchange follow random walk process; namely, ... See full document
10
Analysis of the impact of Fies on the stock returns from the higher education sector
... role of the State can be understood within the dimensions of promoting the stability of the infrastructure in its broadest sense: educational, technological, financial, ... See full document
13
Analysis of the impact of Fies on the stock returns from the higher education sector
... role of the State can be understood within the dimensions of promoting the stability of the infrastructure in its broadest sense: educational, technological, financial, ... See full document
13
The Structure of International Stock Market Returns
... Examining the factor analysis solution, using data for the period 2000-2004, we found that the method retained 3 factors with eigenval- ues greater than ...1. The three factors retained ... See full document
21
Investor sentiment and the cross-section of stock returns in the French stock market
... separates the market participants into two broad categories: smart money and ordinary ...values. The effects of these two types of market participants draw the attention ... See full document
90
The Effects of Domestic Macroeconomic Determinants on Stock Returns: A Sector Level Analysis
... in stock markets. Therefore, firms take necessary actions according to stock market behavior and macroeconomic ...Therefore, the predictability of stock market determinants becomes ... See full document
10
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics.
... umes of stocks traded at NASDAQ can be forecasted with the daily volumes of queries related to the same ...higher stock prices in the next two weeks [36]. In [25] authors test ... See full document
14
Investor Sentiment and the Cross-Section of Stock Returns
... with the sorts, the “growth and distress” variables do not have simple monotonic relationships with ...that sentiment does not predict simple high minus low portfolios formed on any of ... See full document
36
STOCK MARKETS AND THEIR INFORMATIONAL INEFFICIENCIES – THE BSE CASE
... On the stock markets, is often used the delimitation of the shares in value and growth stocks, the first category corresponding to companies with a market price ... See full document
9
Rev. Bras. Econ. vol.62 número3
... In the late eighties and nineties economists have recognized the importance of the irreversible na- ture of investment on the theoretical discussion (see, for example, ... See full document
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