Can social microblogging be used to forecast intraday exchange rates?

NETNOMICS: Economic Research and Electronic Networking

Volumn 14, Issue 1-2, 2013, Pages 47-68

  Papaioannou, Panagiotis ^a   Russo, Lucia ^b   Papaioannou, George ^c   Siettos, Constantinos I ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

^b CNR   (Italy)

^c UNIVERSITY OF PATRAS   (Greece)

Author keywords

Efficient market hypothesis; Exchange rate forecasting; Neural networks; Social microblogging; Timeseries analysis; Twitter; Web mining

Indexed keywords

EID: 84888057376     PISSN: 13859587     EISSN: 15737071     Source Type: Journal    
DOI: 10.1007/s11066-013-9079-3     Document Type: Article

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