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Cited by 169

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

Social-media and intraday stock returns: The pricing power of sentiment

Broadstock, David C., Zhang, Dayong·2019·Finance Research Letters
DOI 10.1016/j.frl.2019.03.030
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Abstract

Abstract This paper tests whether sentiment extracted from social-media (Twitter), has pricing power towards stock market. Specifically, we evaluate whether firms’ intraday stock returns react to sentiment on the firm itself, and/or sentiment on the wider financial market. Using intraday high frequency stock returns for a sample of US companies, we show that price dynamics are susceptible to social-media sentiment pricing factors, with varying balances of importance for firm specific and market wide sentiment.

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Metadata

Authors
Broadstock, D. C., & Zhang, D.
Venue
Finance Research Letters
Publisher
Elsevier BV
Published
2019-09
Volume
30
Pages
116-123
ISSN
1544-6123 (ISSN-L)
DOI
10.1016/j.frl.2019.03.030
OpenAlex
W2922854612
Cited by
169
References
3
FWCI
24.72
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Social-media and intraday stock returns: The pricing power of sentiment. https://app.cochat.ai/papers/10.1016/j.frl.2019.03.030
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Broadstock, D. C., & Zhang, D. (2019). Social-media and intraday stock returns: The pricing power of sentiment. Finance Research Letters. https://doi.org/10.1016/j.frl.2019.03.030

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.