Showing 1 - 4 of 4
We analyze the impact of sentiment and attention variables on volatility by using a novel and extensive dataset that combines social media, news articles, information consumption, and search engine data. Applying a state-of-the-art sentiment classification technique, we investigate the question...
Persistent link: https://www.econbiz.de/10012917736
Persistent link: https://www.econbiz.de/10012414802
We empirically investigate how retail and institutional investor attention is related to the way stock markets process information. With a focus on 360 US stocks in the S&P 500 universe, our results show that higher retail investors' attention around news releases increases the post-announcement...
Persistent link: https://www.econbiz.de/10012845728
Persistent link: https://www.econbiz.de/10013431147