Tweets and Trades: the Information Content of Stock Microblogs

Publikationstyp:
Zeitschriftenaufsatz
Metadaten:
Autoren
  • Timm O Sprenger
  • Andranik Tumasjan
  • Philipp G Sandner
  • Isabell M Welpe
Autoren-URL
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=fis-test-1&SrcAuth=WosAPI&KeyUT=WOS:000344522700003&DestLinkType=FullRecord&DestApp=WOS_CPL
DOI
10.1111/j.1468-036X.2013.12007.x
eISSN
1468-036X
Externe Identifier
  • Clarivate Analytics Document Solution ID: AS8UF
ISSN
1354-7798
Ausgabe der Veröffentlichung
5
Zeitschrift
EUROPEAN FINANCIAL MANAGEMENT
Schlüsselwörter
  • Twitter
  • microblogging
  • stock market
  • investor sentiment
  • text classification
  • computational linguistics
Paginierung
926 - 957
Datum der Veröffentlichung
2014
Status
Published
Titel
Tweets and Trades: the Information Content of Stock Microblogs
Sub types
  • Article
Ausgabe der Zeitschrift
20

Datenquelle: Web of Science (Lite)

Andere Metadatenquellen:
Abstract
<jats:title>Abstract</jats:title><jats:sec><jats:label /><jats:p>Microblogging forums (e.g., Twitter) have become a vibrant online platform for exchanging stock‐related information. Using methods from computational linguistics, we analyse roughly 250,000 stock‐related messages (so‐called tweets) on a daily basis. We find an association between tweet sentiment and stock returns, message volume and trading volume, as well as disagreement and volatility. In contrast to previous related research, we also analyse the mechanism leading to an efficient aggregation of information in microblogging forums. Our results demonstrate that users providing above average investment advice are retweeted (i.e., quoted) more often and have more followers, which amplifies their share of voice.</jats:p></jats:sec>
Autoren
  • Timm O Sprenger
  • Andranik Tumasjan
  • Philipp G Sandner
  • Isabell M Welpe
DOI
10.1111/j.1468-036x.2013.12007.x
eISSN
1468-036X
ISSN
1354-7798
Ausgabe der Veröffentlichung
5
Zeitschrift
European Financial Management
Sprache
en
Online publication date
2013
Paginierung
926 - 957
Datum der Veröffentlichung
2014
Status
Published
Herausgeber
Wiley
Herausgeber URL
http://dx.doi.org/10.1111/j.1468-036x.2013.12007.x
Datum der Datenerfassung
2023
Titel
Tweets and Trades: the Information Content of Stock Microblogs
Ausgabe der Zeitschrift
20

Datenquelle: Crossref

Abstract
Microblogging forums (e.g., Twitter) have become a vibrant online platform for exchanging stock‐related information. Using methods from computational linguistics, we analyse roughly 250,000 stock‐related messages (so‐called tweets) on a daily basis. We find an association between tweet sentiment and stock returns, message volume and trading volume, as well as disagreement and volatility. In contrast to previous related research, we also analyse the mechanism leading to an efficient aggregation of information in microblogging forums. Our results demonstrate that users providing above average investment advice are retweeted (i.e., quoted) more often and have more followers, which amplifies their share of voice.
Autoren
  • Timm O Sprenger
  • Andranik Tumasjan
  • Philipp G Sandner
  • Isabell M Welpe
Ausgabe der Veröffentlichung
5
Zeitschrift
European Financial Management
Paginierung
926 - 957
Datum der Veröffentlichung
2014
Titel
Tweets and Trades: the Information Content of Stock Microblogs
Ausgabe der Zeitschrift
20

Datenquelle: RePEc

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