Using social media to identify market inefficiencies: evidence from Twitter and Betfair

Book English OPEN
Brown, A.; Rambaccussing, D.; Reade, J.J.; Rossi, Giambattista;
(2016)
  • Publisher: Birkbeck, University of London
  • Subject: man

Information extracted from social media has been used by academics, and increas-\ud ingly by practitioners, to predict stock returns. But to what extent does social media\ud output predict asset fundamentals, and not simply short-term returns? In this paper we\ud analys... View more
Share - Bookmark