Narrow search
Showing 1 - 10 of 41,339
Cover Image
Social media and the stock markets : an emerging market perspective
Agarwal, Shweta; Kumar, Shailendra; Goel, Utkarsh - In: Journal of business economics and management 22 (2021) 6, pp. 1614-1632
index, for a period of 15 months. The results from the Granger-causalty tests indicate that the Twitter sentiments have a …
Persistent link: https://www.econbiz.de/10013257462
Cover Image
An agent-based model of financial market efficiency dynamics
El Oubani, Ahmed; Lekhal, Mostafa - In: Borsa Istanbul Review 22 (2022) 4, pp. 699-710
We build a parsimonious agent-based model under the adaptive market hypothesis (AMH), which can explain the formation of equilibrium prices and market efficiency dynamics. Our model combines heterogeneous interacting agents, switching behavior, and investor feedback on past realized returns,...
Persistent link: https://www.econbiz.de/10013334820
Cover Image
StockTwits classified sentiment and stock returns
Divernois, Marc-Aurèle; Filipović, Damir - 2021
We classify the sentiment of a large sample of StockTwits messages as bullish,bearish or neutral, and create a stock-aggregate daily sentiment polarity measure.Polarity is positively associated with contemporaneous stock returns. On average,polarity is not able to predict next-day stock returns....
Persistent link: https://www.econbiz.de/10012502172
Cover Image
Tweeting on monetary policy and market sentiments : the Central Bank Surprise Index
Masciandaro, Donato; Romelli, Davide; Rubera, Gaia - 2020
. Market sentiment is proxied using a Twitter-based metric: theCentral Bank Surprise Index. The empirical study covers three …
Persistent link: https://www.econbiz.de/10012210744
Cover Image
Central Bank Communication and Social Media : From Silence to Twitter
Romelli, Davide; Masciandaro, Donato; Peia, Oana - 2022
analyzing Twitter content by and about monetary policy makers can inform about the effectiveness of communication in influencing …
Persistent link: https://www.econbiz.de/10014238784
Cover Image
The impact of a takeover bid on the capital market efficiency
Knezovic, Anita; Culjak, Maria - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 109-120
The impact of the announcement of a takeover bid has been widely tested in foreign literature. Therefore, the main goal of this paper is to research the impact of the announcement of a takeover bid on the share price movements in the Croatian capital market and whether the results are consistent...
Persistent link: https://www.econbiz.de/10012178422
Cover Image
Stock market reaction to inflation announcement in the Indian stock market : a sectoral analysis
Singh, Gurmeet; Padmakumari, Lakshmi - In: Cogent economics & finance 8 (2020) 1, pp. 1-22
This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we have used an event study methodology. We selected nine...
Persistent link: https://www.econbiz.de/10012219559
Cover Image
A modern take on market efficiency : the impact of Trump's tweets on financial markets
Abdi, Farshid; Kormanyos, Emily; Pelizzon, Loriana; … - 2021
most prominent Twitter users, the 45th President of the United States, Donald J. Trump. We analyze around 1,400 of his …, volatility, and trading volumes. Using high-frequency data, we find that Trump's tweets are most often a reaction to pre … market information can help predict Trump's decision to tweet about the economy. …
Persistent link: https://www.econbiz.de/10012508898
Cover Image
#Bitcoin, #COVID-19 : Twitter-based uncertainty and Bitcoin before and during the pandemic
French, Joseph J. - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-7
We investigated the differential impacts of a new Twitter-based Market Uncertainty index (TMU) and variables for …. Taken together, our results suggest that the information contained in virtual communities such as Twitter have a much larger …
Persistent link: https://www.econbiz.de/10012545183
Cover Image
Synergy between stock prices and investor sentiment in social media
Liu, Qing; Lee, Woon-Seek; Huang, Minghao; Wu, Qingjun - In: Borsa Istanbul Review 23 (2023) 1, pp. 76-92
The underlying assumption of using investor sentiment to predict stock prices, stock market returns, and liquidity is that of synergy between stock prices and investor sentiment. However, this synergistic relationship has received little attention in the literature. This paper investigates the...
Persistent link: https://www.econbiz.de/10014307406