Comparing traditional news and social media with stock price movements; which comes first, the news or the price change?

Abstract Twitter has been responsible for some major stock market news in the recent past, from rogue CEOs damaging their company to very active world leaders asking for brand boycotts, but despite its impact Twitter has still not been as impactful on markets as traditional news sources. In this pap...

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Bibliographic Details
Main Authors: Stephen Smith, Anthony O’Hare
Format: Article
Language:English
Published: SpringerOpen 2022-04-01
Series:Journal of Big Data
Subjects:
Online Access:https://doi.org/10.1186/s40537-022-00591-6