Timm O. Sprenger

Technische Universität München (TUM) - School of Management

Arcisstrasse 21

Munich, 80333

Germany

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

SCHOLARLY PAPERS

5

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CITATIONS
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Top 40,194

in Total Papers Citations

4

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 3,065 (2,576)
Citation 3

Abstract:

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 3

Abstract:

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 1,138 (10,243)

Abstract:

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

3.

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 354 (55,694)

Abstract:

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

4.

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 346 (55,063)
Citation 1

Abstract:

Twitter, microblogging, information market, prediction markets, election forecasts, politics, elections, sentiment 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 0 (557,390)

Abstract:

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