Measuring information flux between social media and stock prices with Transfer Entropy

por Mendoza Urdiales, Román Alejandro, García-Medina, Andrés, Nuñez Mora, José Antonio
Publicado 2021

Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods

por Mendoza-Urdiales, Román A., Núñez-Mora, José Antonio, Santillán-Salgado, Roberto J., Valencia-Herrera, Humberto
Publicado 2022