TY  - JOUR
A1  - Risius, Marten
A1  - Akolk, Fabian
A1  - Beck, Roman
T1  - Analyzing the relationship between differentiated online sentiment and company-specific stock prices
T2  - EFL quarterly : an E-Finance Lab publication
N2  - PRACTITIONERS AND RESEARCHERS ALIKE INCREASINGLY USE SOCIAL MEDIA MESSAGES AS AN ADDITIONAL SOURCE OF INFORMATION WHEN DEALING WITH STOCKS. BASED ON EMOTION THEORY AND AN ESTABLISHED SENTIMENT LEXICON, WE DEVELOP AND APPLY AN OPEN SOURCE DICTIONARY FOR THE ANALYSIS OF SEVEN DIFFERENT EMOTIONS IN 5.5 MILLION TWITTER MESSAGES ON 33 S&P 100 COMPANIES. WE FIND VARYING EXPLANATORY POWER OF DIFFERENT EMOTIONS (ESP. HAPPINESS, AND DEPRESSION) FOR COMPANY-SPECIFIC STOCK PRICE MOVEMENTS OVER A PERIOD OF THREE MONTHS.
Y1  - 2015
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/57981
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-579817
SN  - 1866-1238
VL  - 2015
IS  - 3
SP  - 6
EP  - 8
PB  - E-Finance Lab e.V.
CY  - Frankfurt am Main
ER  -