Investigating social media sentiment as a factor in asset pricing models
Largia, Giulia (A.A. 2020/2021) Investigating social media sentiment as a factor in asset pricing models. Tesi di Laurea in Quantitative methods for management, Luiss Guido Carli, relatore Marco Pirra, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Twitter and social media. Information dissemination. Information in capital markets. Meaning of information. Sentiment analysis. Research hypotheses definition and literature review. Research hypotheses and related literature. Data and sample construction. Stock selection. Stock data gathering. Sentiment data dathering. Regression variables. Descriptive statistics. Methodology. Introduction to methodology. Empirical analysis and results. Regressions' results on hypothesis.
References
Bibliografia: pp. 47-50.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Quantitative methods for management |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Forte, Salvatore |
| Academic Year: | 2020/2021 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 19 Jul 2022 08:26 |
| Last Modified: | 19 Jul 2022 08:26 |
| URI: | https://tesi.luiss.it/id/eprint/32856 |
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