Why Social Media Matters: The Use of Twitter in Portfolio Strategies

Abstract

In previous works ([8], [12]), it has already been showed that Twitter and social media in general give an interesting additional predictive power to the models that take them into account. However, the contribution of social media is relatively small on a daily basis, because of the speed and the increasing efficiency of the stock markets. It has been… (More)

Topics

  • Presentations referencing similar topics