Patterns in Stock Message Board Posting Activities
To show patterns in stock message board posting activities, I use data from WallStreetPit trading board because it is currently one of the most popular stock trading boards. I downloaded real time (the same day as the message was posted) message data from the first day of 2006 to the last day of 2010 accounting for 1,048,575 messages. From different angles, I discuss message-related patterns, stock-related patterns and poster-related patterns in an order.
KeywordsAbnormal Return Trading Volume Cumulative Abnormal Return Credit Score Message Board
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