The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks

View Statistics Email Alert RSS Feed

Grant Data
Project Title
The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks
Principal Investigator
Professor Chau, Michael Chiu Lung   (Principal Investigator (PI))
Co-Investigator(s)
Professor Fu King Wa   (Co-Investigator)
Duration
30
Start Date
2015-10-01
Amount
621500
Conference Title
The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks
Presentation Title
Keywords
financial data mining, penny stocks, social media, text analysis
Discipline
Information System Management
Panel
Business Studies (B)
HKU Project Code
17502715
Grant Type
General Research Fund (GRF)
Funding Year
2015
Status
Completed
Objectives
1) To study the differences in the effects of sentiment level in social media and traditional media on predicting the returns on penny stocks and non-penny stocks. 2) To investigate whether a simple strategy using the measure of sentiment level in social media and traditional media can be used for potential trading profits.