Does Twitter happiness predict bullish markets? A study of the US stock markets

The evolving literature on using Twitter to capture investor sentiment suggests that stock market performance is linearly associated with Twitter's public mood. We investigate whether investor sentiment determined by the Twitter sentiment index (TSI) has a nonlinear predictive power for stock m...

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Bibliographic Details
Published in:IIMB Management Review
Main Authors: Vighneswara Swamy, Munusamy Dharani, Fumiko Takeda
Format: Article
Language:English
Published: Elsevier 2024-12-01
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S097038962400137X