Trading Strategies Based on Stock Message Board Information

Ying Zhang

Chapter 9 in Stock Message Boards, 2014, pp 157-171 from Palgrave Macmillan

Abstract: Abstract A trading strategy is a prescheduled plan designed to achieve a significant positive return by going long and/or short in markets. The strategy may be based upon the type of security, trading horizon, budget constrain, and/or purpose of the trade. In general, common trading strategies include, but are not limited to, mean reversion, short-term momentum, long-term trending, zero-cost arbitrage, event-driven, and continuous high-frequency trading. Because stock message boards are such unique, virtual places in which investors exchange opinions and comments, rich information circulated in these venues can help devise profitable trading strategies.

Keywords: Stock Return; Abnormal Return; Trading Strategy; Hedge Fund; Message Board (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-37259-8_9

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DOI: 10.1057/9781137372598_9

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