Patrick Houlihan

Stevens Institute of Technology

PhD

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

4

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Top 45,964

in Total Papers Downloads

1,281

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Leveraging a Call-Put Ratio as a Trading Signal

The Version of Record of this manuscript has been published and is available in Quantitative Finance (2019), 19 (5): 763-777. , Howe School Research Paper No. 2015-49
Number of pages: 36 Posted: 27 Nov 2014 Last Revised: 15 Sep 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 576 (60,762)
Citation 1

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Anomalies in Prices; Portfolio Management; Technical Trading; Financial Forecasting; Investment Management; Options; Behavioral Finance

2.

Can Sentiment Analysis and Option Volume Anticipate Future Returns?

Computational Economics, 2017, DOI: 10.1007/ s10614-017-9694-4, Stevens Institute of Technology School of Business Research Paper No. 2015–59
Number of pages: 26 Posted: 29 May 2015 Last Revised: 14 Nov 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 319 (121,798)
Citation 1

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Social Media, Investor Sentiment, Behavioral Finance, Machine Learning

3.

Leveraging Social Media to Predict Continuation and Reversal in Asset Prices

This is a pre-print of an article published in Computational Economics, 2019. The final authenticated version is available online at DOI: 10.1007/s10614-019-09932-9
Number of pages: 23 Posted: 29 Nov 2014 Last Revised: 18 Nov 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 280 (139,696)

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Social Media, Crowdsourcing, Sentiment

4.

Risk Premium of Social Media Sentiment

Journal of Investing 26 (3): 21-28. 2017
Number of pages: 22 Posted: 14 Feb 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 106 (323,107)

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sentiment analysis, risk management, forecasting