The Predictive Power of Financial Blogs

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The Predictive Power of Financial Blogs

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Title: The Predictive Power of Financial Blogs
Author: Frisbee, Ben
Advisor: Ghosh, Indradeep
Department: Haverford College. Dept. of Economics
Type: Thesis (B.A.)
Issue Date: 2010
Abstract: This paper examines the relationships between the investor sentiment of various reputable financial bloggers and market movements. Bullish, bearish and neutral blogger sentiment percentages are taken from the weekly “Blogger Sentiment Poll” of the financial blog Ticker Sense and compared with changes in market prices and market volume of the S&P 500 between the dates of July 10, 2006 and December 21, 2009. The bloggers are very inaccurate, with increases in bullishness raising the probability of market bearishness and increases in bearishness raising the probability of market bullishness over two-week, one-month and 3-month time periods. Disagreement in blogger sentiment is not associated with increased trading volume.
Subject: Economic forecasting -- 21st century
Subject: Finance -- Blogs
Terms of Use: http://creativecommons.org/licenses/by-nc/3.0/us/
Permanent URL: http://hdl.handle.net/10066/4888

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Frisbee, Ben. "The Predictive Power of Financial Blogs". 2010. Available electronically from http://hdl.handle.net/10066/4888.

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http://creativecommons.org/licenses/by-nc/3.0/us/ Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc/3.0/us/