2 citations · 2 across the 5 of their papers we have counts for
4 papers · 1 filter
Retail Investor Horizon and Earnings Announcements
Domonkos F. Vamossy
This paper moves beyond aggregate measures of retail intensity to explore investment horizon as a distinguishing feature of earnings-related return patterns. Using self-reported ho…
Social Media Emotions and Market Behavior
Domonkos F. Vamossy
I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentime…
Social Media Emotions and IPO Returns
Domonkos F. Vamossy
I examine potential mechanisms behind two stylized facts of initial public offerings (IPOs) returns. By analyzing investor emotions expressed on StockTwits and Twitter, I find that…
EmTract: Extracting Emotions from Social Media
Domonkos F. Vamossy, Rolf Skog
We develop an open-source tool (EmTract) that extracts emotions from social media text tailed for financial context. To do so, we annotate ten thousand short messages from a financ…