SSRNLLMs & Text
Social Media Sentiment Signals
The study creates daily market sentiment and attention indexes from social media posts, indicating that sentiment extrapolates from past returns and attention predicts negative returns.
Featured in No. 90 on 26 Mar 2025 · 6 days after release
- Released
- 20 Mar 2025
- First featured
- No. 90 · 26 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5187350
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).