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TECHNICAL APPENDIX Is all That Talk Just Noise? The Information Content of Internet Message Boards Werner Antweiler and Murray Frank University of British Columbia Faculty of Commerce and Business Administration
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Document Date: 2008-02-20 13:07:11


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Company

the New York Times / Wall Street Journal / AOL / Yahoo! / Microsoft / Joachims / /

Currency

pence / USD / /

/

Facility

University of British Columbia / Murray Frank University of British Columbia Faculty / Memorial Day / Main Mall / /

/

Holiday

Good Friday / civic holiday / Martin Luther King Day / Christmas Day / Thanksgiving / Labor Day / Independence Day / Memorial Day / /

IndustryTerm

Internet Message Boards Werner Antweiler / learning algorithm / /

MarketIndex

S&P 500 / /

OperatingSystem

Nemesis / /

Organization

University of British Columbia Faculty of Commerce and Business Administration / Securities and Exchange Commission / University of British Columbia / /

Person

Bt / Michael Lewis / Murray Frank / Werner Antweiler / Jonathan Lebed / /

/

Position

author / return rt / SPY / Martin Luther King / /

Product

A-7 / T10 / /

ProvinceOrState

New Brunswick / British Columbia / /

PublishedMedium

the Wall Street Journal / the New York Times / New York Times / /

Technology

learning algorithm / SV algorithm / PDF / two algorithms / /

URL

http /

SocialTag