Whispering on Social Media
Autor: | Juheng Zhang |
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Rok vydání: | 2017 |
Předmět: |
Marketing buzz
05 social sciences 030508 substance abuse Monetary economics Whispering Market liquidity 03 medical and health sciences QUIET Economics 0501 psychology and cognitive sciences Social media Volatility (finance) 0305 other medical science Initial public offering 050104 developmental & child psychology |
Zdroj: | Analytics and Data Science ISBN: 9783319580968 |
DOI: | 10.1007/978-3-319-58097-5_9 |
Popis: | Using Twitter as the primary social media platform, we study the predictive relationship of social media buzz in quiet periods and the IPO’s first-day return, liquidity, and volatility. We compare social media buzz with conventional press news coverage and show that social media buzz is stronger at predicting the first-day returns than conventional press news. |
Databáze: | OpenAIRE |
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