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

Transfer Entropy was applied to analyze the correlations and flow of information between 200,500 tweets and 23 of the largest capitalized companies during 6 years along the period 2013-2018. The set of tweets were obtained applying a text mining algorithm and classified according to daily date and c...

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Detalles Bibliográficos
Autores principales: Mendoza Urdiales, Román Alejandro, García-Medina, Andrés, Nuñez Mora, José Antonio
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8459996/
https://www.ncbi.nlm.nih.gov/pubmed/34555076
http://dx.doi.org/10.1371/journal.pone.0257686