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


Grant Data
Project Title
The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks
Principal Investigator
Dr Chau, Michael Chiu Lung   (Principal investigator)
Co-Investigator(s)
Dr Fu King Wa   (Co-Investigator)
Duration
30
Start Date
2015-10-01
Completion Date
2018-03-31
Amount
621500
Conference Title
Presentation Title
Keywords
financial data mining, text analysis, social media, penny stocks
Discipline
Information System Management
Panel
Business Studies (B)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
17502715
Grant Type
General Research Fund (GRF)
Funding Year
2015/2016
Status
Completed
Objectives
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.