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Can Sentiment Analysis and Options Volume Anticipate Future Returns?
Patrick Houlihan
, Germán G. Creamer
School of Business
School of Engineering and Science
Stevens Institute of Technology
Research output
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Dive into the research topics of 'Can Sentiment Analysis and Options Volume Anticipate Future Returns?'. Together they form a unique fingerprint.
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Keyphrases
Asset Pricing
33%
Asset Returns
33%
Data Market
100%
Financial Community
33%
Medium Volume
33%
Model Evaluation
66%
Option Volume
100%
Pricing Framework
33%
Risk Factors
33%
Sentiment Analysis
100%
Social Market
33%
Social Media
33%
Social Media Data
33%
Social Media Platforms
33%
StockTwits
33%
Computer Science
Performance Model
66%
Sentiment Analysis
100%
Social Media
100%