Tools
Tools
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
|
Text
Pubsub9332_Riegler.pdf - Published version Download (4MB) | Preview |
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: |
|
||||
| Divisions: | Schools > Nottingham Business School | ||||
| Record created by: | Linda Sullivan | ||||
| Date Added: | 23 Oct 2017 10:09 | ||||
| Last Modified: | 23 Oct 2017 10:09 | ||||
| URI: | https://irep.ntu.ac.uk/id/eprint/31844 |
Actions (login required)
 |
Edit View |
Views
Views per month over past year
Downloads
Downloads per month over past year
