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Found 2 essays matching the above criteria.

1. 1. Twitter based sentiment effect on stock market returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Agne Macijauskaite; Laurynas Ruzgas; [2018]
   Keywords : sentiment; Twitter; S P 500; returns; stock market;

   Abstract : The purpose of this study is to investigate the effect of Twitter based sentiment on stock market returns. We use a uniquely large dataset of 95 million tweets concerning the 102 biggest US companies, S&P 500 index and other market keywords for the year 2017. READ MORE

3. 2. The impact of Credit Rating Announcements on Credit Default Swap Spreads - An empirical study of the North American Credit Default Swap Market before, during and after the global financial crisis of 2008-2009

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andreas Luczak; Laurynas Ruzgas; [2015]
   Keywords : credit rating announcements; credit default swap spread; CDS spreads; event study; Moody’s; credit rating agencies; financial crisis; recession; Business and Economics;

   Abstract : A Credit Default Swap spread is a reliable measure of credit risk as it is the compensation demanded by a party to bear this risk. Officially, credit risk is denoted as credit ratings announced by credit rating agencies. READ MORE