Project Details

Tweet diffusion

Paper / In submission
General Info

Measured the rate of information diffusion across a large network of investors by tracking retweets of breaking news during trading hours.


Discovered how stock return and volatility will change based on the pattern of information diffusion. Developed a model which can predict information diffusion and therefore stock return in the near future based on information observable during the first ten minutes after the initial tweet.

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Fig 1. Available soon.