Leveraging Social Media to Predict Continuation and Reversal in Asset Prices

Released on by Patrick Houlihan
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  • Leveraging Social Media to Predict Continuation and Reversal in Asset Prices Book Detail

  • Author : Patrick Houlihan
  • Release Date : 2019
  • Publisher :
  • Genre :
  • Pages : 23
  • ISBN 13 :
  • File Size : 68,68 MB
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Leveraging Social Media to Predict Continuation and Reversal in Asset Prices by Patrick Houlihan PDF Summary

Book Description: Using features extracted from StockTwits messages between July 2009 and September 2012, we show through simulations that: 1) both message volume and sentiment help explain the diffusion of price information; 2) both message volume and sentiment can be used as features to predict asset price directional moves, we show that positive and negative sentiment diffuses into an assets price over a period of days. Our findings suggest statistics derived from both message volume and message sentiment can improve asset price forecasts.

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