The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks


Grant Data
Project Title
The Effects of Traditional Media and Social Media on Penny Stocks and Non-penny Stocks
Principal Investigator
Dr Chau, Michael Chiu Lung   (Principal investigator)
Co-Investigator(s)
Dr Fu King Wa   (Co-Investigator)
Duration
24
Start Date
2015-10-01
Completion Date
2017-09-30
Amount
621500
Conference Title
Presentation Title
Keywords
financial data mining, text analysis, social media, penny stocks
Discipline
Information System Management
Panel
Business Studies (B) (under H Panel before 2011/12)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
17502715
Grant Type
General Research Fund (GRF)
Funding Year
2015/2016
Status
On-going
Objectives
2) To investigate whether a simple strategy using the measure of sentiment level in social media and traditional media can be used for potential trading profits.