Essays about: "Eric De Geer"

Found 1 essay containing the words Eric De Geer.

  1. 1. Signal or Noise - The predictive value of social media features on market returns

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Eric De Geer; Benjamin Warberg; [2016]
    Keywords : investor sentiment; investor attention; social media; behavioural finance; market returns;

    Abstract : 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