Twitter's daily happiness sentiment and the predictability of stock returns
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.07.018
Abstract: Using a novel investor sentiment proxy extracted from Twitter, this paper investigates whether investor sentiment as expressed in daily happiness has predictive power for stock returns in 10 international stock markets. To account for complex… read more here.
Keywords: happiness sentiment; daily happiness; twitter daily; stock returns ... See more keywords
Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.122020
Abstract: Abstract In this paper, with the newly emerged Twitter happiness index, we employ the VAR regression, linear, and nonlinear Granger causality tests to investigate the predictive correlations between daily happiness sentiment (DHS) and Singapore Straits… read more here.
Keywords: happiness sentiment; daily happiness; quantifying correlation; correlation prediction ... See more keywords