Essays about: "Eric De Geer"
Found 1 essay containing the words Eric De Geer.
-
1. Signal or Noise - The predictive value of social media features on market returns
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study aims to investigate the relationship between social media data and the main market returns; stock price return, trading volume and volatility for the Swedish stock market. Using a data set of stock-specific social media mentions, classified by state of the art machine-learning algorithms, for the period of 2014-2016, we construct proxies for investor sentiment, attention and agreement. READ MORE
Result pages:
1