[HTML][HTML] Can social media marketing lead to abnormal portfolio returns?
This study tests the impact of usage of Twitter as a microblogging service provider on
shareholders' returns and abnormal returns. In accordance with this purpose, two portfolios …
shareholders' returns and abnormal returns. In accordance with this purpose, two portfolios …
Tweeting the financial market: Media effect in the era of Big Data
P Liu, X **a, A Li - Pacific-Basin Finance Journal, 2018 - Elsevier
This paper explores the effect of new media in China's financial markets. Using web
crawling techniques, we extract daily data from the Baidu and 360 search engines, the …
crawling techniques, we extract daily data from the Baidu and 360 search engines, the …
The impact of attention heterogeneity on stock market in the era of big data
S Deng, P Liu - Cluster Computing, 2019 - Springer
One direct driving factor of the stock market volatility is investors' attention to relevant
enterprise stocks and their investment behaviors, which has been widely accepted by the …
enterprise stocks and their investment behaviors, which has been widely accepted by the …
[PDF][PDF] LaRGE Research Center
C GODLEWSKI, K BYRKA-KITA, R GOLA… - 2022 - ifs.u-strasbg.fr
We investigate the link between social media activity and market valuation of listed
European companies over the period January 2018–June 2020. Using a large novel dataset …
European companies over the period January 2018–June 2020. Using a large novel dataset …