Jing Wu

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

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Microblogging Metrics and Stock Return Comovement

Number of pages: 26 Posted: 24 Jan 2014
Southwestern University of Finance and Economics (SWUFE) - School of Economic Information Engineering, Southwestern University of Finance and Economics (SWUFE), Rochester Institute of Technology (RIT), Southwestern University of Finance and Economics (SWUFE) and Texas Tech University
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Abstract:

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Social Media, Stock Return Comovement, Microblog, Homogeneous Stock Groups