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Conventional ways such as questionnaire and interview to find out public opinions on certain topics are time-consuming. Based on Milgram (1967)’s “small word experiment”, later researchers try to seek out a word-based method by looking at words in social media to justify public sentiment in specific issues. For share prices, they are proved to be predictable by using social media’s data such as main-stream news, Facebook and Twitter (e.g. Li et al., 2017). Use Thompson Re ...



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