Shreyash Agrawal

Massachusetts Institute of Technology (MIT), Students

Undergraduate

Cambridge, MA

United States

  • Massachusetts Institute of Technology (MIT), Students

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS
Rank 48,332

SSRN RANKINGS

Top 48,332

in Total Papers Citations

13

CROSSREF CITATIONS

1

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Momentum, Mean-Reversion and Social Media: Evidence from StockTwits and Twitter

https://doi.org/10.3905/jpm.2018.44.7.085
Posted: 01 Jul 2018 Last Revised: 22 May 2019
Shreyash Agrawal, Pablo Azar, Andrew W. Lo and Taranjit Singh
Massachusetts Institute of Technology (MIT), Students, Massachusetts Institute of Technology, Sloan School of Management, Students, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT), Students
Downloads 0 (984,825)

Abstract:

Loading...

Sentiment, Market Liquidity, Social Media, Twitter, StockTwits, Mean Reversion, Momentum