From Returns to Tweets and Back: An Investigation of the Stocks in the Dow Jones Industrial Average

Pieter de Jong, Sherif Elfayoumy, Oliver Schnusenberg

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)54-64
Number of pages11
JournalJournal of Behavioral Finance
Volume18
Issue number1
DOIs
StatePublished - Jan 2 2017

ASJC Scopus Subject Areas

  • Experimental and Cognitive Psychology
  • Finance

Keywords

  • Dow Jones Industrial Average
  • Stock returns
  • Twitter
  • Volatility

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