Microblogging Metrics and Stock Return Comovement PDF Download
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Author: Ling Liu
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
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Book Description
Stock return comovement analysis is important to financial analysts, decision makers, and academic researchers, in many financial implications, such as, portfolio management, style investing, and market risk detecting. This paper examines firms' social media, in particular, microblogging metrics' role on analyzing stock return comovement. Social media allows firms to proactively connect with public users, customers, suppliers, and other business partners. It also provides us a large-scale and free data set to automatically and quickly uncover firms' social media metrics' influence on financial outcomes. Most prior studies of social media metrics focused on overall firm metrics and their predictability on stock returns. However, the role of firms proactive activities has been omitted. This paper filled this gap by using cross-sectional data from the US and China to investigate on how firm-specific social media metrics make an impact to the stock return comovement. The results show starting with the four-digit Global Industry Classification Standard (GICS) system, the stock groups that are divided by firms' effect microblogging metrics, have a higher comovement than six-digit GICS groups.
Author: Ling Liu
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
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Book Description
Stock return comovement analysis is important to financial analysts, decision makers, and academic researchers, in many financial implications, such as, portfolio management, style investing, and market risk detecting. This paper examines firms' social media, in particular, microblogging metrics' role on analyzing stock return comovement. Social media allows firms to proactively connect with public users, customers, suppliers, and other business partners. It also provides us a large-scale and free data set to automatically and quickly uncover firms' social media metrics' influence on financial outcomes. Most prior studies of social media metrics focused on overall firm metrics and their predictability on stock returns. However, the role of firms proactive activities has been omitted. This paper filled this gap by using cross-sectional data from the US and China to investigate on how firm-specific social media metrics make an impact to the stock return comovement. The results show starting with the four-digit Global Industry Classification Standard (GICS) system, the stock groups that are divided by firms' effect microblogging metrics, have a higher comovement than six-digit GICS groups.
Author: Jianxin Li
Publisher: Springer Nature
ISBN: 3030352315
Category : Computers
Languages : en
Pages : 894
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Book Description
This book constitutes the proceedings of the 15th International Conference on Advanced Data Mining and Applications, ADMA 2019, held in Dalian, China in November 2019. The 39 full papers presented together with 26 short papers and 2 demo papers were carefully reviewed and selected from 170 submissions. The papers were organized in topical sections named: Data Mining Foundations; Classification and Clustering Methods; Recommender Systems; Social Network and Social Media; Behavior Modeling and User Profiling; Text and Multimedia Mining; Spatial-Temporal Data; Medical and Healthcare Data/Decision Analytics; and Other Applications.
Author: Kipp Bodnar
Publisher: John Wiley & Sons
ISBN: 1118214307
Category : Business & Economics
Languages : en
Pages : 216
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Book Description
Advance your B2B marketing plans with proven social media strategies Learn social media's specific application to B2B companies and how it can be leveraged to drive leads and revenue. B2B marketers are undervalued and under appreciated in many companies. Social media and online marketing provide the right mix of rich data and reduction in marketing expenses to help transform a marketer into a superstar. The B2B Social Media Book provides B2B marketers with actionable advice on leveraging blogging, LinkedIn, Twitter, Facebook and more, combined with key strategic imperatives that serve as the backbone of effective B2B social media strategies. This book serves as the definitive reference for B2B marketers looking to master social media and take their career to the next level. Describes a methodology for generating leads using social media Details how to create content offers that increase conversion rates and drive leads from social media Offers practical advice for incorporating mobile strategies into the marketing mix Provides a step-by-step process for measuring the return on investment of B2B social media strategies The B2B Social Media Book will help readers establish a strong social media marketing strategy to generate more leads, become a marketing superstar in the eye of company leaders, and most importantly, contribute to business growth.
Author: Paul Moon Sub Choi
Publisher: Springer Nature
ISBN: 9813361379
Category : Technology & Engineering
Languages : en
Pages : 306
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Book Description
This book introduces readers to recent advancements in financial technologies. The contents cover some of the state-of-the-art fields in financial technology, practice, and research associated with artificial intelligence, big data, and blockchain—all of which are transforming the nature of how products and services are designed and delivered, making less adaptable institutions fast become obsolete. The book provides the fundamental framework, research insights, and empirical evidence in the efficacy of these new technologies, employing practical and academic approaches to help professionals and academics reach innovative solutions and grow competitive strengths.
Author: Christian Hafner
Publisher: MDPI
ISBN: 3038979783
Category : Business & Economics
Languages : en
Pages : 218
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Book Description
Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies.
Author: Peter Fuleky
Publisher: Springer Nature
ISBN: 3030311503
Category : Business & Economics
Languages : en
Pages : 716
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Book Description
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Author: Elroy Dimson
Publisher: CUP Archive
ISBN: 9780521341042
Category : Business & Economics
Languages : en
Pages : 328
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Book Description
Author: Lester G. Telser
Publisher:
ISBN:
Category : Advertising
Languages : en
Pages : 36
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Book Description
Author: Elroy Dimson
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 84
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Book Description
Author: Aizhan Khoich
Publisher: IJOPEC PUBLICATION
ISBN: 1913809021
Category : Business & Economics
Languages : en
Pages : 575
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Book Description
This book aims to provide researchers from basic disciplines of the economics fields such as consumer behavior and public economy with a variety of distinctive perspectives in today’s world where the behavior and preferences of economic actors have changed completely, and the economic policies of countries have been redrafted.
