Good news and bad news: Do online investor sentiments reaction to return news asymmetric?

Alya Al Nasseri, Faek Menla Ali, Allan Tucker. Good news and bad news: Do online investor sentiments reaction to return news asymmetric?. In Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini, editors, Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), Riva del Garda, Italy, September 19-23, 2016. Volume 1774 of CEUR Workshop Proceedings, pages 55-66, CEUR-WS.org, 2016. [doi]

Abstract

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