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Liquidity Risk and Investors' Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index

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Liquidity Risk and Investors' Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index

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Guijarro, F.; Moya Clemente, I.; Saleemi, J. (2019). Liquidity Risk and Investors' Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index. Sustainability. 11(24):1-13. https://doi.org/10.3390/su11247048

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Título: Liquidity Risk and Investors' Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index
Autor: Guijarro, Francisco Moya Clemente, Ismael Saleemi, Jawad
Entidad UPV: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Fecha difusión:
Resumen:
[EN] Microblogging services can enrich the information investors use to make financial decisions on the stock markets. As liquidity has immediate consequences for a trader's movements, this risk is an attractive area of ...[+]
Palabras clave: Social media , Opinion mining , Financial market liquidity , Sentiment analysis , Trading costs
Derechos de uso: Reconocimiento (by)
Fuente:
Sustainability. (eissn: 2071-1050 )
DOI: 10.3390/su11247048
Editorial:
MDPI AG
Versión del editor: https://doi.org/10.3390/su11247048
Tipo: Artículo

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