Intraday online investor sentiment and return patterns in the U.S. stock market
Thomas Renault
| Year of publication: |
November 2017
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|---|---|
| Authors: | Renault, Thomas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 84.2017, p. 25-40
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| Subject: | Asset pricing | Investor sentiment | Intraday return predictability | Textual analysis | Machine learning | Social media | USA | United States | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Social Web | Social web | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816834