Eric Tham

EDHEC Business School

Phd Student

One George Street

#15-02

Singapore, 049145

Singapore

SCHOLARLY PAPERS

5

DOWNLOADS

246

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  I am currently working on financial sentiment. What are the differences between sentiment obtained from the textual analysis of social media / news and market sentiment metrics like the Baker-Wurgler index? How do these measures reflect beliefs and preferences of investors? Or even how much do retail investors trust the social media in investing?  ”

Scholarly Papers (5)

1.

The Unbearable Lightness of Expectations of the Chinese Investor

Handbook of Sentiment Analysis in Finance (2015)
Number of pages: 11 Posted: 11 May 2018
Eric Tham
EDHEC Business School
Downloads 85 (356,286)

Abstract:

Loading...

Investor sentiment, State space model, Chinese stock market, Social media investing, Prospect Theory

2.

Ambiguous Text

Number of pages: 30 Posted: 25 Apr 2019 Last Revised: 12 Jul 2021
Eric Tham
EDHEC Business School
Downloads 74 (386,117)

Abstract:

Loading...

Social media, mixture of distributions, natural language processing, ambiguity aversion, reflection, fundamental relation

3.

Trusting the Social Media

31st Australasian Finance and Banking Conference 2018
Number of pages: 20 Posted: 01 Aug 2018 Last Revised: 29 Apr 2019
Eric Tham
EDHEC Business School
Downloads 68 (404,307)

Abstract:

Loading...

Household finance, market sentiment, natural language processing, trust, social media, prospect theory, stockholding puzzle

4.

Sentimental Habits

Number of pages: 55 Posted: 19 Oct 2020
Eric Tham
EDHEC Business School
Downloads 19 (634,376)

Abstract:

Loading...

Asset Pricing, Behavioral Finance, Habit Utility Models, Market Sentiment, Precautionary Savings Motive

5.

Leading Indicators for Arabian Gulf Oil Tanker Rates

OPEC Energy Review, Volume 32, Issue 2, June 2008, Pages 139-149, doi: 10.1111/j.1753-0237.2008.00147.x
Posted: 10 May 2018
Eric Tham
EDHEC Business School

Abstract:

Loading...

Freight rates, Vector auto-regression, Arabian gulf