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

Publikationen

  1. Incorporating threat in hotspots and coldspots of biodiversity and ecosystem services
  2. Ein gemeinsamer europäischer Referenzrahmen für Sprachen oder für Englisch?
  3. Organic farming affects the biological control of hemipteran pests and yields in spring barley independent of landscape complexity
  4. Integrating Life Stages into Ecological Niche Models
  5. Tasks and Evaluation of Human Resource Departments
  6. Symbolische Politik oder echter Einfluss?
  7. Strategien technischer Bildformen
  8. Fremde Töpfe
  9. Introduction to the special issue:
  10. Lesekompetenz heute
  11. Multiphoton ionization of magnesium and calcium atoms by short and intense laser pulses
  12. Collaborative governance or state regulation?
  13. Colour and Organization Studies
  14. Negotiated third party access
  15. The difficulty of behavior as a (regulated) natural monopolist
  16. Hot deformation mechanisms in AZ31 Magnesium Alloy Extruded at different temperatures
  17. Sphodrini
  18. Hello
  19. Standortbestimmung im "Sturm" des (Erkenntnis-)Fortschritts
  20. Existenzgründung
  21. Wertwissen
  22. OH-radical reactivity and direct photolysis of triphenyltin hydroxide in aqueous solution
  23. § 25 Klärgas
  24. Fallstudie
  25. Collective intentionality in entrepreneurship-as-practice
  26. Begriff und Merkmale junger Unternehmen
  27. Introduction of non-native Douglas fir reduces leaf damage on beech saplings and mature trees in European beech forests
  28. Reduction of invertebrate herbivory by land use is only partly explained by changes in plant and insect characteristics
  29. A theoretical framework to support green agripreneurship avoiding greenwashing
  30. Article 14
  31. Straw amendment and nitrification inhibitor controlling N losses and immobilization in a soil cooling-warming experiment
  32. Temporal development of student burnout symptoms
  33. Analyzing the social factors that influence willingness to pay for invasive alien species management under two different strategies
  34. MARKET OPPORTUNITIES and REGULATORY FRAMEWORK CONDITIONS for STATIONARY BATTERY STORAGE SYSTEMS in GERMANY
  35. Großprojektmanagement
  36. Using the three horizons approach to explore pathways towards positive futures for agricultural landscapes with rich biodiversity
  37. Drachen über Helsinki
  38. Emerging Technologies for Improving Access to Radiation Therapy
  39. OSZE