Whispering on Social Media

Autor: Juheng Zhang
Rok vydání: 2017
Předmět:
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