Twitter's daily happiness sentiment and the predictability of stock returns
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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