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Andrea, Ajello ; Diego, Silva ; Francisco, Vazquez-Grande ; Andrea, Ajello ; Travis, Adams. (2023) More than Words: Twitter Chatter and Financial Market Sentiment.
In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-34.

Full description at Econpapers

cites:

We extracted finance-related tweets by using a multi=step financially intrinsic query. First, we obtain a list of financial words from Calomiris and Mamaysky (2019) and Danielsson et al.

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