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Journal article

e-Information: a clinical study of investor discussion and sentiment

Abstract:

We examine the information flow for four stocks over seven months to trace the relationship between on-line discussion, news activity, and stock price movements. On-line discussions support numerous unsubstantiated rumors, substantial on-point exchanges, and quick dissemination of imminent and recently released information. Applying language-processing routines to message board postings and news, we create sentiment and disagreement measures or "eInformation." We analyze the determinants of s...

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Authors


Francisco de Asis Martinez-Jerez More by this author
Peter Tufano More by this author
Sanjiv Rangan Das More by this author
Publication date:
2005
URN:
uuid:7dec28cb-c543-4a15-a774-dd6a54fab7c8
Local pid:
oai:eureka.sbs.ox.ac.uk:1305

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