Shreyash Agrawal

Massachusetts Institute of Technology (MIT), Students

Undergraduate

Cambridge, MA

United States

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Scholarly Papers (1)

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

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) - Sloan School of Management and Massachusetts Institute of Technology (MIT), Students
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Abstract:

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