Abstract

Financial models serve to capture an accurate prediction of a stock’s price. Because these models assume the efficient market hypothesis, they fail when not accounting for irrationality in the market. Using a time series regression analysis, this paper contributes to the literature by modeling irrationality through a price momentum variable. The novelty here is proxying for this price momentum with social media trends, which prove to be statistically significant in financially modeling price changes across multiple sectors.

Advisor

Kelvey, Robert

Second Advisor

Histen, Matthew

Department

Mathematics; Business Economics

Disciplines

Applied Statistics | Behavioral Economics | Business Analytics | Corporate Finance | Econometrics | Finance | Finance and Financial Management | Longitudinal Data Analysis and Time Series | Portfolio and Security Analysis | Statistical Models

Keywords

Behavioral economics, finance, financial calculus

Publication Date

2018

Degree Granted

Bachelor of Arts

Document Type

Senior Independent Study Thesis

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© Copyright 2018 Ethan Myers