Twitter volume spikes and stock options pricing

Wei, Wei; Mao, Yuexin; Wang, Bing

doi:10.1016/j.comcom.2015.06.018

Cited by 29 publications

(26 citation statements)

References 18 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Stock Market: This theme investigates the stock market applications of Twitter data such as investigating the relationship between relevant Twitter trends and trends of stock options pricing [175], studying Twitter as a useful information resource for financial market activity [176], exploring the relationship between the Twitter daily happiness trend and the stock market trends [177], and examining the impact of positive, negative, and neutral tweets on price returns [178] and renewable energy stocks [179]. The stock market theme shows a positive extremely significant change indicating high research activities.…”

Section: The Second Category Represented Common Research Paperrelatedmentioning

confidence: 99%

Twitter and Research: A Systematic Literature Review Through Text Mining

et al. 2020

View full text Add to dashboard Cite

Researchers have collected Twitter data to study a wide range of topics. This growing body of literature, however, has not yet been reviewed systematically to synthesize Twitter-related papers. The existing literature review papers have been limited by constraints of traditional methods to manually select and analyze samples of topically related papers. The goals of this retrospective study are to identify dominant topics of Twitter-based research, summarize the temporal trend of topics, and interpret the evolution of topics withing the last ten years. This study systematically mines a large number of Twitter-based studies to characterize the relevant literature by an efficient and effective approach. This study collected relevant papers from three databases and applied text mining and trend analysis to detect semantic patterns and explore the yearly development of research themes across a decade. We found 38 topics in more than 18,000 manuscripts published between 2006 and 2019. By quantifying temporal trends, this study found that while 23.7% of topics did not show a significant trend (P => 0.05), 21% of topics had increasing trends and 55.3% of topics had decreasing trends that these hot and cold topics represent three categories: application, methodology, and technology. The contributions of this paper can be utilized in the growing field of Twitter-based research and are beneficial to researchers, educators, and publishers. INDEX TERMS Literature review, social media, survey, text mining, topic modeling, Twitter.

show abstract

Section: The Second Category Represented Common Research Paperrelatedmentioning

confidence: 99%

Twitter and Research: A Systematic Literature Review Through Text Mining

et al. 2020

View full text Add to dashboard Cite

show abstract

“…Blankespoor et al () show that the use of Twitter by non‐visible companies to disseminate news increases the liquidity of their securities. Wei et al () show that Twitter volume spikes are useful to assist stock options trading. Furthermore, various authors find a correlation between collective sentiment on Twitter and several market indicators, suggesting that this microblogging network can predict future movements in stock markets (Bollen et al , ; Joseph et al , ; Chen et al , ).…”

Section: Hypothesis Developmentmentioning

confidence: 99%

The Power of Stakeholders' Voice: The Effects of Social Media Activism on Stock Markets

Carrasco

Michelon

2017

Bus Strat Env

View full text Add to dashboard Cite

Building on social movement theory, this study assesses the influence of social media activism on the stock market performance of targeted firms. We focus on information published on Twitter by two critical stakeholders: consumer associations and trade unions. To the extent that social media represent a valid medium to mobilize stakeholders' activism, protests on Twitter may damage firm reputation, leading to capital market reactions. Using a corpus of over 1.5 million tweets referring to Spanish listed banks, we study the impact of activism by looking at targeted firms' abnormal variations in price and trading volume. Our findings suggest that the Twitter activism of key stakeholders has a significant impact on investors' decisions. Further, our empirical analyses indicate that the mechanisms affecting investors' behavior differ depending on the characteristics of the stakeholder group. Hence, this study contributes to understanding how social movements influence corporate behavior via social media. Copyright © 2017 John Wiley & Sons, Ltd and ERP Environment

show abstract

“…A volatile quantity of Twitter delivered about the market related to the price and the stock option. Interesting findings show that after a spike in Twitter volume, there is a significantly lower volume of Twitter compare than before the spike (Wei, Mao, & Wang, 2016).…”

Section: Theoretical Reviewmentioning

confidence: 98%

Stock Exchange Frequent Topics @NYSE

2019

RJFA

View full text Add to dashboard Cite

The utilization of Twitter content to predict the market is necessary since the fundamental perception related to the activities of the market influenced by the opinion in the market space. Therefore this research is utilizing the tweet of @NYSE and compare the research finding @IDX_BEI the stock exchange office in Indonesia. There is 2069 tweet extracted from the period January until June 2018. Further analysis using the Exploratory Factor Analysis conducted, and show that @NYSE delivering more varieties of information related to the stock market. It is not only information related to the IPO, but also an opinion from the recognized economist and analyst. The findings show that Twitter could be improved for further utilization and reduce asymmetric information related to the market

show abstract

Twitter volume spikes and stock options pricing

Cited by 29 publications

References 18 publications

Twitter and Research: A Systematic Literature Review Through Text Mining

Twitter and Research: A Systematic Literature Review Through Text Mining

The Power of Stakeholders' Voice: The Effects of Social Media Activism on Stock Markets

Stock Exchange Frequent Topics @NYSE

Contact Info

Product

Resources

About