Financial Social Media Information, Stock Returns and Anomalies Replication

Replication of tables from "Financial social media information, stock returns, and anomalies" in Stata, R and Python.

Paper Link: https://sysengi.cjoe.ac.cn/CN/10.12011/SETP2022-2306

Synopsis

An attempt to replicate the tables and figures of the paper "Financial social media information, stock returns, and anomalies" in the following languages:

Stata R Python

Reference:

WANG Haomiao, SHI Yongdong. Financial social media information, stock returns, and anomalies[J]. Systems Engineering - Theory & Practice, 2023, 43(6): 1597-1609 https://doi.org/10.12011/SETP2022-2306