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

Pieter de Jong; Sherif Elfayoumy; Oliver Schnusenberg

doi:10.1080/15427560.2017.1276066

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 journal › Article › peer-review

Original language	English
Pages (from-to)	54-64
Number of pages	11
Journal	Journal of Behavioral Finance
Volume	18
Issue number	1
DOIs	https://doi.org/10.1080/15427560.2017.1276066
State	Published - Jan 2 2017

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 9 Industry, Innovation, and Infrastructure

ASJC Scopus Subject Areas

Experimental and Cognitive Psychology
Finance

Keywords

Dow Jones Industrial Average
Stock returns
Twitter
Volatility

Access to Document

10.1080/15427560.2017.1276066

Cite this

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

keywords = "Dow Jones Industrial Average, Stock returns, Twitter, Volatility",

author = "\{de Jong\}, Pieter and Sherif Elfayoumy and Oliver Schnusenberg",

note = "Publisher Copyright: {\textcopyright} 2017 The Institute of Behavioral Finance.",

year = "2017",

month = jan,

day = "2",

doi = "10.1080/15427560.2017.1276066",

language = "English",

volume = "18",

pages = "54--64",

number = "1",

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T2 - An Investigation of the Stocks in the Dow Jones Industrial Average

AU - de Jong, Pieter

AU - Elfayoumy, Sherif

AU - Schnusenberg, Oliver

PY - 2017/1/2

Y1 - 2017/1/2

KW - Dow Jones Industrial Average

KW - Stock returns

KW - Twitter

KW - Volatility

UR - https://www.scopus.com/pages/publications/85011832624

UR - https://www.scopus.com/pages/publications/85011832624#tab=citedBy

U2 - 10.1080/15427560.2017.1276066

DO - 10.1080/15427560.2017.1276066

M3 - Article

AN - SCOPUS:85011832624

SN - 1542-7560

VL - 18

SP - 54

EP - 64

JO - Journal of Behavioral Finance

JF - Journal of Behavioral Finance

IS - 1

ER -

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

UN SDGs

ASJC Scopus Subject Areas

Keywords

Access to Document

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