 Examining the influence of stock market variables on microblogging sentimentJuan Ramón Piñeiro-Chousa, M. Ángeles López-Cabarcos and Ada María Pérez-Pico Journal of Business Research, 2016, vol. 69, issue 6, 2087-2092 Abstract: This research investigates different combinations of causal conditions that may relate to microblogging sentiment. The study considers financial variables, such as VIX, Tobin's Q, capitalization, or P/E ratio, and variables related to social media activity, such as number of twits, number of followers, or the experience of the users. Using a fuzzy-set qualitative comparative analysis, this research analyzes the sentiment of stock-related microblogging messages of S&P 500 Index posted between October 2009 and October 2014. The model where the message sentiment increases finds three causal recipes and all of them contain user experience and number of followers: (1) the configuration within user experience, number of followers, and Tobin's Q; (2) the configuration within user experience, number of followers, and lower P/E ratio, lower capitalization, and lower Tobin's Q; (3) and the configuration within user experience, number of followers, P/E ratio, and Tobin's Q. The study discusses the results. Keywords: Fuzzy-set QCA; Microblog sentiment; Tobin's Q; P/E ratio; Number of followers; Experience of users (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jbrese:v:69:y:2016:i:6:p:2087-2092 DOI: 10.1016/j.jbusres.2015.12.013 Access Statistics for this article Journal of Business Research is currently edited by A. G. Woodside More articles in Journal of Business Research from Elsevier |
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