Twitter and the US stock market: the influence of micro‑bloggers on share prices

Shutes, K., McGrath, K., Lis, P. and Riegler, R. ORCID: 0000-0002-0423-5080, 2016. Twitter and the US stock market: the influence of micro‑bloggers on share prices. Economics and Business Review, 2 (16) (3), pp. 57-77. ISSN 2392-1641

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Abstract

With the increased interest in social media over recent years, the role of information disseminated through avenues such as Twitter has become more widely perceived. This paper examines the mention of stocks on the US markets (NYSE and NASDAQ) by a number of financial micro-bloggers to establish whether their posts are reflected in price movements. The Twitter feeds are selected from syndicated and nonsyndicated authors. A substantial number of tweets were linked to the price movements of the mentioned assets and an event study methodology was used to ascertain whether these mentions carry any significant information or whether they are merely noise.

Item Type: Journal article
Publication Title: Economics and Business Review
Creators: Shutes, K., McGrath, K., Lis, P. and Riegler, R.
Publisher: Poznań University of Economics Press
Date: 30 September 2016
Volume: 2 (16)
Number: 3
ISSN: 2392-1641
Identifiers:
NumberType
10.18559/ebr.2016.3.5DOI
Divisions: Schools > Nottingham Business School
Depositing User: Linda Sullivan
Date Added: 23 Oct 2017 10:09
Last Modified: 23 Oct 2017 10:09
URI: http://irep.ntu.ac.uk/id/eprint/31844

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