Influence of Soc. Media on Stock Volatility 🔗
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I think the introduction is well-written, but it might be nice to explicitly take an information (efficient-markets) perspective, and argue why information on social media might decrease (or increase, should the theory imply that) volatility
- You can argue that more information -> less volatility
- Or more information -> more noise traders -> more volatility
- This is a nice juxtaposition which you should exploit in your introduction
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You should provide some anecdotes to introduce your subjects, and be more gentle in introducing your research question (cf. “This study, however, will not be a repetition of these papers.")
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You should also introduce the concept of “excess volatility”, that is, the stock’s volatility that cannot be explained by CAPM or any other Asset pricing model. That is also empirically what you should use to test whether soc. media is related to this.
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So I don’t think your hypotheses do what they are supposed to test as of now.