Measuring information flux between social media and stock prices with Transfer Entropy

• Román Alejandro Mendoza Urdiales ,

  Contributed equally to this work with: Román Alejandro Mendoza Urdiales, Andrés García-Medina

  Roles Writing – original draft, Writing – review & editing

  * E-mail: A00939178@itesm.mx

  Affiliation Department of Finance, Tecnológico de Monterrey, EGADE Business School, Ciudad de México, Alvaro Obregon, México

  https://orcid.org/0000-0003-2888-156X

  ⨯
• Andrés García-Medina ,

  Contributed equally to this work with: Román Alejandro Mendoza Urdiales, Andrés García-Medina

  Roles Investigation, Methodology, Supervision, Validation, Writing – review & editing

  Affiliations Consejo Nacional de Ciencia y Tecnología, Ciudad de México, México, Unidad Monterrey, Centro de Investigación en Matemáticas, PIIT, Apodaca, Nuevo León, México

  https://orcid.org/0000-0002-2198-880X

  ⨯
• José Antonio Nuñez Mora

  Roles Conceptualization, Formal analysis, Validation

  Affiliation Department of Finance, Tecnológico de Monterrey, EGADE Business School, Ciudad de México, Alvaro Obregon, México

  ⨯