e-Information: a clinical study of investor discussion and sentiment
We examine the information flow for four stocks over seven months to trace the relationship between on-line discussion, news activity, and stock price movements. On-line discussions support numerous unsubstantiated rumors, substantial on-point exchanges, and quick dissemination of imminent and recen...
Main Authors: | de Asis Martinez-Jerez, F, Tufano, P, Das, S |
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Format: | Journal article |
Published: |
2005
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