Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "Efficient market hypothesis"
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The Effect of Twitter Attention on Earnings Announcements. An Event Study Investigating the Relation Between Twitter Attention, by Volume and Sentiment, and Market Efficiency
(Master thesis, 2017)In our thesis, we use event study to analyze relations between Twitter attention and technology companies on the Nasdaq stock exchange. We divide attention into Twitter sentiment and volume. The classification of sentiment ...