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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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dc.contributor.author Guijarro, Francisco es_ES
dc.contributor.author Moya Clemente, Ismael es_ES
dc.contributor.author Saleemi, Jawad es_ES
dc.date.accessioned 2021-02-06T04:33:44Z
dc.date.available 2021-02-06T04:33:44Z
dc.date.issued 2019-12-02 es_ES
dc.identifier.uri http://hdl.handle.net/10251/160832
dc.description.abstract [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 interest for both academics and those who participate in the financial markets. This paper focuses on market liquidity and studies the impact on liquidity and trading costs of the popular Twitter microblogging service. Sentiment analysis extracted from Twitter and different popular liquidity measures were gathered to analyze the relationship between liquidity and investors' opinions. The results, based on the analysis of the S&P 500 Index, found that the investors' mood had little influence on the spread of the index. es_ES
dc.language Inglés es_ES
dc.publisher MDPI AG es_ES
dc.relation.ispartof Sustainability es_ES
dc.rights Reconocimiento (by) es_ES
dc.subject Social media es_ES
dc.subject Opinion mining es_ES
dc.subject Financial market liquidity es_ES
dc.subject Sentiment analysis es_ES
dc.subject Trading costs es_ES
dc.subject.classification ECONOMIA FINANCIERA Y CONTABILIDAD es_ES
dc.title Liquidity Risk and Investors' Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.3390/su11247048 es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials es_ES
dc.description.bibliographicCitation 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 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.3390/su11247048 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 13 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 11 es_ES
dc.description.issue 24 es_ES
dc.identifier.eissn 2071-1050 es_ES
dc.relation.pasarela S\398691 es_ES
dc.contributor.funder Generalitat Valenciana es_ES
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