The Value of Social Media for Predicting Stock Returns Preconditions, Instruments and Performance Analysis /

• Main Author: Nofer, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg, 2015.
• Subjects: Computer science.; Information technology.; Business > Data processing.; Data mining.; Macroeconomics.; Computer Science.; Data Mining and Knowledge Discovery.; Macroeconomics/Monetary Economics//Financial Economics.; IT in Business.

Michael Nofer examines whether and to what extent Social Media can be used to predict stock returns. Market-relevant information is available on various platforms on the Internet, which largely consist of user generated content. For instance, emotions can be extracted in order to identify the invest...