Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

被引：30

作者：

Agrawal, Shreyash ^{[1
]}

Azar, Pablo D. ^{[1
]}

Lo, Andrew W. ^{[2
,3
,4
]}

Singh, Taranjit ^{[1
]}

机构：

[1] MIT, Lab Financial Engn, 77 Massachusetts Ave, Cambridge, MA 02139 USA

[2] MIT, Sloan Sch Management, 77 Massachusetts Ave, Cambridge, MA 02139 USA

[3] Lab Financial Engn, Cambridge, MA USA

[4] Comp Sci & Artificial Intelligence Lab, Cambridge, MA USA

来源：

关键词：

WISDOM; CROWDS;

D O I：

10.3905/jpm.2018.44.7.085

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：85 / 95

页数：11

共 16 条

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