Love Me Do: Twitter Likes and Earnings Surprise

Khaled Alsabah

Journal of Behavioral Finance, 2025, vol. 26, issue 3, 283-302

Abstract: We introduce a new method to gauge firm-level mood using Twitter engagements on non-financial tweets. By counting likes on such tweets, we assess positive sentiment, impacting market reactions to earnings surprises. This sentiment measure doesn’t foresee earnings surprises and its market impact is short-lived, indicating it reflects mood more than informational content. However, it underscores mood’s significance in stock investment and the utility of big data for novel financial market analysis tools.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/15427560.2023.2301070 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:hbhfxx:v:26:y:2025:i:3:p:283-302

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/hbhf20

DOI: 10.1080/15427560.2023.2301070

Access Statistics for this article

Journal of Behavioral Finance is currently edited by Brian Bruce

More articles in Journal of Behavioral Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().