Stock Message Boards - A Quantitative Approach to Measuring Investor Sentiment

Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidity, as well as an investing firm's value and reputation.

List of contents

1. Why Pay Attention to Stock Message Boards? 2. A Variety of Stock Message Boards 3. About Stock Message Board Posters 4. Why Do People Post Messages on Stock Message Boards? 5. Modeling the Value of a Stock Message Board 6. How to Measure Stock Message Boards' Activities 7. Patterns in Stock Message Board Posting Activities 8. Online Talk: Does It Matter at All? 9. Trading Strategies Based on Stock Message Board Information 10. Legal Issues Associated with Stock Message Board Posting 11. Whisperers Versus Analysts and Implications for Market Efficiency 12. Alternative Information on the Internet 13. Implications of Stock Message Boards 14. The Future of Stock Message Boards 15. Literature Review for Stock Message Board Studies

About the author

Dr. Ying Zhang holds a B.S. in Finance, a M.S. in Information System Management and a Ph.D. in Finance. His research focuses in the areas of behavioral finance, investments, and real estate. He has published articles in several finance and real estate journals, such as Journal of Banking & Finance, the Financial Review, Journal of Financial Research, and Journal of Real Estate Finance and Economics.

Summary

Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidity, as well as an investing firm's value and reputation.

Product details

• Authors: Y Zhang, Y. Zhang
• Publisher: Palgrave UK
• Languages: English
• Product format: Paperback / Softback
• Released: 09.01.2016
• EAN: 9781349476855
• ISBN: 978-1-349-47685-5
• No. of pages: 306
• Subjects: Social sciences, law, business > Business > Individual industrial sectors, branches; Makroökonomie, Unternehmensfinanzierung, B, Orientieren, Banking, Investment Banking, Corporate Finance, macroeconomics, Financial Services, Securities, Macroeconomics and Monetary Economics, Macroeconomics/Monetary Economics//Financial Economics, Business Finance, Monetary Economics, Investments and Securities, Palgrave Economics & Finance Collection, Business enterprises—Finance, Banks and banking