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Firms’ Tweets and Stock Price Discovery
Jonathan Berkovitch,
Doron Israeli
,
Venkat Subramanian
Graduate School of Business
Research output
:
Working paper
Overview
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Keyphrases
Tweets
100%
Stock Prices
100%
Price Discovery
100%
Earnings Announcements
40%
Retail Investors
20%
Twitter
20%
Control Variables
20%
Propensity Score Matching
20%
Media Coverage
20%
Quarterly Earnings
20%
Post-earnings Announcement Drift
20%
Investor Trading
20%
Security Prices
20%
INIS
prices
100%
stocks
100%
information
28%
efficiency
14%
control
14%
increasing
14%
volume
14%
security
14%
entropy
14%
timeliness
14%
Economics, Econometrics and Finance
Stock Price
100%
Earnings Announcement
60%
Investors
40%
Price
40%
Retail Investors
20%
Propensity Score
20%