Timm O. Sprenger

Technische Universität München (TUM) - School of Management

Arcisstrasse 21

Munich, DE 80333

Germany

http://www.strategie.wi.tum.de

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 8,037

SSRN RANKINGS

Top 8,037

in Total Papers Downloads

6,039

SSRN CITATIONS
Rank 9,923

SSRN RANKINGS

Top 9,923

in Total Papers Citations

59

CROSSREF CITATIONS

50

Scholarly Papers (5)

Tweets and Trades: The Information Content of Stock Microblogs

Number of pages: 89 Posted: 06 Nov 2010 Last Revised: 10 Aug 2014
Timm O. Sprenger and Isabell M. Welpe
Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management
Downloads 3,390 (3,205)
Citation 16

Abstract:

Loading...

Twitter, Microblogging, Stock Market, Investor Sentiment, Text Classification, Computational Linguistics

Tweets and Trades: The Information Content of Stock Microblogs

European Financial Management, Vol. 20, Issue 5, pp. 926-957, 2014
Number of pages: 32 Posted: 31 Oct 2014
Technische Universität München (TUM) - School of Management, Technische Universität München - TUM School of Management, Frankfurt School of Finance & Management and Technische Universität München (TUM) - School of Management
Downloads 0
Citation 19
  • Add to Cart

Abstract:

Loading...

Twitter, microblogging, stock market, investor sentiment, text classification, computational linguistics

2.

News or Noise? The Stock Market Reaction to Different Types of Company-Specific News Events

Number of pages: 66 Posted: 05 Jan 2011 Last Revised: 20 Jan 2011
Timm O. Sprenger and Isabell M. Welpe
Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management
Downloads 1,689 (10,530)
Citation 7

Abstract:

Loading...

Twitter, Microblogging, Text Classification, Stock Market, News, Event Study, News Sentiment

3.

Election Forecasts with Twitter - How 140 Characters Reflect the Political Landscape

Social Science Computer Review, Vol. 29, pp. 402-418
Number of pages: 37 Posted: 10 May 2011 Last Revised: 19 Aug 2014
Technische Universität München - TUM School of Management, Technische Universität München (TUM) - School of Management, Frankfurt School of Finance & Management and Technische Universität München (TUM) - School of Management
Downloads 490 (61,417)
Citation 10

Abstract:

Loading...

Twitter, microblogging, information market, prediction markets, election forecasts, politics, elections, sentiment analysis

4.

Tweets and Peers: Defining Industry Groups and Strategic Peers based on Investor Perceptions of Stocks on Twitter

Algorithmic Finance (2011), 1:1, 57-76
Number of pages: 21 Posted: 27 Feb 2011
Timm O. Sprenger and Isabell M. Welpe
Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management
Downloads 468 (65,044)

Abstract:

Loading...

Twitter, Microblogging, Stock Market, Industry Classification, Social Network Analysis

5.

News or Noise? Using Twitter to Identify and Understand Company‐Specific News Flow

Journal of Business Finance & Accounting, Vol. 41, Issue 7-8, pp. 791-830, 2014
Number of pages: 40 Posted: 20 Oct 2014
Technische Universität München (TUM) - School of Management, Frankfurt School of Finance & Management, Technische Universität München - TUM School of Management and Technische Universität München (TUM) - School of Management
Downloads 2 (681,284)
Citation 6
  • Add to Cart

Abstract:

Loading...

event study, news events, information leakage, market reaction, computational linguistics