Taranjit Singh

Massachusetts Institute of Technology (MIT), Students

Undergraduate

Cambridge, MA

United States

  • Massachusetts Institute of Technology (MIT), Students

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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
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Abstract:

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