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- W807578635 abstract "This paper evaluates if sentiment extracted from social media and options volume anticipates future asset return. Using both textual based data and a particular market data derived call-put ratio, between July 2009 and September 2012, this research shows that: 1) features derived from market data and a call-put ratio improve model performance, and 2) sentiment derived from StockTwits, a social media platform for the financial community, further improves model performance." @default.
- W807578635 created "2016-06-24" @default.
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- W807578635 date "2015-01-01" @default.
- W807578635 modified "2023-09-23" @default.
- W807578635 title "Can Social Media and the Options Market Predict the Stock Market Behavior?" @default.
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- W807578635 doi "https://doi.org/10.2139/ssrn.2611210" @default.
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