Social sentiment and stock trading via mobile phones

• Main Authors: KIM, Kwansoo, LEE, Sang Yong, KAUFFMAN, Robert John
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2016
• 主題: Econometric analysis; herding behavior; investor reactions; machine learning; mobile channel; socialmedia; social sentiment; stock trading; uninformed traders; value traders.; Computer Sciences
• 在線閱讀: https://ink.library.smu.edu.sg/sis_research/3603; https://ink.library.smu.edu.sg/context/sis_research/article/4604/viewcontent/Social_Sentiment_and_Stock_Trading_via_Mobile_Phones.pdf
• 機構: Singapore Management University

What happens when uninformed investors trade stocks via mobile phones? Do they react to social sentiment differently than more informed traders in traditional trading? Based on 16,817 data observations and econometric analysis for the trading of 251 equities in Korea over 39 days, we present evidenc...