The hasty wisdom of the mob: How market sentiment predicts stock market behavior
作者：
Highlights：
• We explore predicting financial markets with social media sentiment.
• We test independent bullishness and bearishness metrics, granular to 2 minute intervals.
• Sentiment metrics selectively predict market behavior.
• Price volatility and trading volume are more predictable than price direction.
• Causal effects are evident within time intervals of minutes.
摘要
•We explore predicting financial markets with social media sentiment.•We test independent bullishness and bearishness metrics, granular to 2 minute intervals.•Sentiment metrics selectively predict market behavior.•Price volatility and trading volume are more predictable than price direction.•Causal effects are evident within time intervals of minutes.
论文关键词：Sentiment,Stock market,Social media,Forecasting,Micro-blogging,Analytics
论文评审过程：Received 24 August 2016, Revised 10 October 2016, Accepted 24 January 2017, Available online 3 February 2017, Version of Record 13 February 2017.
论文官网地址：https://doi.org/10.1016/j.eswa.2017.01.029
