Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "Twitter"
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Does the stock market react to President Trump’s tweets? A study of the stock price reaction of the targeted companies in President Donald Trump’s firm-specific tweets.
(Master thesis, 2020)Does President Donald J. Trump influence the stock market when posting company-specific tweets? In this study we explore the market efficiency theory and whether President Trump’s influence a stock price reaction when ... -
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 ... -
Volatility forecasting with Twitter message volume - Improving forecasting ability of the Heterogenous Autoregressive model of Realized Volatility
(Master thesis, 2020)We test the predictive power of Twitter message volume on realized volatility in a panel of 22 companies from S&P 100. The relationship is tested using OLS regression, with Newey-West standard errors. The forecasting ability ...