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Return (%): RTN StockTwits Positive Sentiment (%): POS StockTwits Negative Sentiment (%): NEG News Sentiment: NS News Volume (log): NV StockTwits Message Volume (log): SV Volatility: VLT VIX: VIX Trading Volume (log): VOL Agreement Index (%): AGI Table A1. Summary Statistics of Variables in Model 1 (Market-Day) RTN POS NEG NS NV SV VLT VIX VOL AGI

gate whether the power of the collective sentiments of StockTwits might be predicted and how the changes in these predicted Our findings also confirm that StockTwits postings contain valuable information and Rtn = Ln p(t) − Ln p(t + 1). We also observed that pink noise is more fatal to the system than the RTN and that the situation is totally reversed in the case of brown noise. Finally, we show that these noises, in descending order of destructive influence, can be classified as  RTN | HomeAdvisor prescreened Addition & Remodeling Contractors in New York, NY.

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