Using Twitter to Predict the Stock Market: Where is the Mood Effect?

Behavioral finance researchers have shown that the stock market can be driven by emotions of market participants. In a number of recent studies mood levels have been extracted from Social Media applications in order to predict stock returns. We try to rep

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Michael Nofer

The Value of Social Media for Predicting Stock Returns Preconditions, Instruments and Performance Analysis With a Foreword by Prof. Dr. Oliver Hinz

Michael Nofer Darmstadt, Germany Dissertation, TU Darmstadt, Germany, 2014

ISBN 978-3-658-09507-9 ISBN 978-3-658-09508-6 (eBook) DOI 10.1007/978-3-658-09508-6 Library of Congress Control Number: 2015935424 Springer Vieweg © Springer Fachmedien Wiesbaden 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, speci¿ cally the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on micro¿lms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a speci¿c statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper Springer Vieweg is a brand of Springer Fachmedien Wiesbaden Springer Fachmedien Wiesbaden is part of Springer Science+Business Media (www.springer.com)

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