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

@inproceedings{Corea2015WhySM,
  title={Why Social Media Matters : The Use of Twitter in Portfolio Strategies},
  author={Francesco Corea},
  year={2015}
}
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 decided then to deal with intraday prices to test whether micro-blogging data may actually be used to implement high-frequency forecasting… CONTINUE READING