Showing 1 - 10 of 4,678
Persistent link: https://www.econbiz.de/10001894734
We implement a novel approach to derive investor sentiment from messages posted on social media before we explore the relation between online investor sentiment and intraday stock returns. Using an extensive dataset of messages posted on the microblogging platform StockTwits, we construct a...
Persistent link: https://www.econbiz.de/10012950889
We investigate the price dynamics of large market-capitalization U.S. equity exchange-traded funds (ETFs) in order to uncover trader motivations and strategy. We show that prices of highly liquid ETFs can deviate significantly from their daily net asset values. By adjusting for changes in...
Persistent link: https://www.econbiz.de/10013025686
The recent crisis has demonstrated the close linkages between various asset classes within a country as well as the association between assets internationally. The aim of this research is to provide for a better understanding of some of these linkages by conducting an empirical investigation of...
Persistent link: https://www.econbiz.de/10009750633
Persistent link: https://www.econbiz.de/10001481832
Persistent link: https://www.econbiz.de/10001743524
Persistent link: https://www.econbiz.de/10002111553
Persistent link: https://www.econbiz.de/10001901979
Persistent link: https://www.econbiz.de/10015204529