Investor Perceptions of the Relationship of S&P 500 Stocks

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This Demonstration shows a graph of investors’ perceptions of how stocks are related, based on information from an online stock forum on Twitter [1]. Each vertex represents a stock. A line joining two vertices means that the two corresponding stocks were mentioned together in the stock forum.
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Contributed by: Xuxiang (Peter) Li (March 2012)
(NYU Polytechnic Institute, Finance and Risk Engineering Department)
Open content licensed under CC BY-NC-SA
Snapshots
Details
Reference
[1] T. O. Sprenger and I. M. Welpe, "Tweets and Peers: Defining Industry Groups and Strategic Peers Based on Investor Perceptions of Stocks on Twitter," Algorithmic Finance, 1(1), 2011 pp. 57–76. http://dx.doi.org/10.3233/AF-2011-006.
Permanent Citation
"Investor Perceptions of the Relationship of S&P 500 Stocks"
http://demonstrations.wolfram.com/InvestorPerceptionsOfTheRelationshipOfSP500Stocks/
Wolfram Demonstrations Project
Published: March 8 2012