Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

被引：30
|
作者：
Agrawal, Shreyash [1 ]
Azar, Pablo D. [1 ]
Lo, Andrew W. [2 ,3 ,4 ]
Singh, Taranjit [1 ]
机构：
[1] MIT, Lab Financial Engn, 77 Massachusetts Ave, Cambridge, MA 02139 USA
[2] MIT, Sloan Sch Management, 77 Massachusetts Ave, Cambridge, MA 02139 USA
[3] Lab Financial Engn, Cambridge, MA USA
[4] Comp Sci & Artificial Intelligence Lab, Cambridge, MA USA
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2018年 / 44卷 / 07期
关键词：
WISDOM; CROWDS;
D O I：
10.3905/jpm.2018.44.7.085
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：85 / 95
页数：11
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