P
Pieter Jan van Rees
Researcher at Erasmus University Rotterdam
Publications - 1
Citations - 39
Pieter Jan van Rees is an academic researcher from Erasmus University Rotterdam. The author has contributed to research in topics: Trading strategy & Microblogging. The author has an hindex of 1, co-authored 1 publications receiving 26 citations.
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More than just noise? Examining the information content of stock microblogs on financial markets
TL;DR: The sentiment of messages is positively affected with contemporaneous daily abnormal stock returns and that message volume predicts 15-min follow-up returns, trading volume, and volatility and an explanation for the efficient aggregation of information on microblogging platforms is offered.