This paper explores the impact of Kodak’s announcements of ventures into the cryptocurrency and pharmaceutical industries on market sentiment and investor emotions. Evaluating social media data using novel sentiment analysis techniques, we find that emotions such as excitement, mania, anxiety,...

This paper identifies the firm-specific information events that drive economically relevant stock price and trading volume changes. It employs a novel methodology that is not constrained by an arbitrarily determined set of information events and allows for event anticipation and information...