Qing Cao

University of Houston - Downtown

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Local Twitter Activity and Stock Returns

Number of pages: 51 Posted: 26 May 2016
Seoul National University, University of Houston - Downtown, Sungkyunkwan University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
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Abstract:

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Twitter; social media; textual analysis; geographic proximity; trading volume; stock return; information asymmetry