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Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods
Financial economic research has extensively documented the fact that the impact of the arrival of negative news on stock prices is more intense than that of the arrival of positive news. The authors of the present study followed an innovative approach based on the utilization of two artificial intel...
Autores principales: | Mendoza-Urdiales, Román A., Núñez-Mora, José Antonio, Santillán-Salgado, Roberto J., Valencia-Herrera, Humberto |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9324505/ https://www.ncbi.nlm.nih.gov/pubmed/35885097 http://dx.doi.org/10.3390/e24070874 |
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