Work

The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments

Year: 2017

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2017.43.3.102

Authors: Jim Liew, Tamas Budavari

Institution: Johns Hopkins University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122821296

FWCI: 2.783

Cites: 13

Cited by: 21

Related to: 10