Mining User-Generated Financial Content to Predict Stock Price Movements

Publikation: Arbeits- oder Diskussionspapiere und BerichteArbeits- oder Diskussionspapiere

Authors

Sentiment extraction from user-generated online content to predict stock price movements has become an active research field. This paper gives an overview of common approaches to this topic and analyzes the content generated by the financial social network Seekingalpha.com. The first finding is that a large proportion of users’ attention is focused on only a few stocks. Regarding these stocks it can be shown that sentiment is significantly driven by past abnormal performance. Only the sentiment of premium users contains some degree of predictive
power. Generally, the users’ sentiment is consistent with a naïve
momentum mentality.
OriginalspracheEnglisch
ErscheinungsortLüneburg
VerlagUniversität Lüneburg
Band22
Anzahl der Seiten42
PublikationsstatusErschienen - 12.2012

Dokumente

Zuletzt angesehen

Forschende

  1. Orkan Torun

Publikationen

  1. Saproxylic beetles in the Gartow region of Lower Saxony, a hotspot of invertebrate diversity in north-western Germany
  2. Paul Bourget
  3. Influence of Torsion on Precipitation and Hardening Effects during Aging of an Extruded AZ91 Alloy
  4. Useful synthetic reagents derived from 1-triisopropylsilylpropyne and 1,3bis-[triisopropylsilyl]propyne, direct, stereoselective synthesis of either Z or E enynes
  5. Akademisches Schreiben
  6. Public Finance and Post-Communist Party Development
  7. The effect of hunting regimes on tree regeneration in lowland beech (Fagus sylvatica L.) forests
  8. Prediction of nanoparticle transport behavior from physicochemical properties
  9. UE4SD - University Educators for Sustainable Development
  10. Mechanisms of change
  11. Social and Epistemic Control in Collaborative Research — Reconfiguring the Interplay of Politics and Methodology
  12. Habilitation von Dr. Mark Euler, Leuphana Universität
  13. A Theory of Media as a History of Electricity
  14. Modeling approach of thermal decomposition of salt-hydrates for heat storage systems
  15. Moving forward with digital badges in education
  16. Teaching in times of COVID-19
  17. Eating stuff found on the floor is good for you: academia takes media non grata under her wings.
  18. Predicting Therapy Success and Costs for Personalized Treatment Recommendations Using Baseline Characteristics
  19. Der Sprachverliebte
  20. Forest history, continuity, and dynamic naturalness
  21. Why can't we view Europe from a chair?
  22. Teachers' Emotion Regulation Skills Facilitate Implementation of Health-related Intentions
  23. The quantitative organization of speech
  24. Developing a Green Business Portfolio
  25. Einleitung
  26. Schulinspektion in Hamburg
  27. A livelihood analysis of resettlement outcomes: lessons for climate-induced relocations
  28. Professionalising teachers for inquiry-based science education - challenges and limits
  29. Citizen science for assessing ecosystem services