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.


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.


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


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