• P.B.Deepa
• Ms. Pooja

This study implies the impact of conventional news media and social media coverage on stock market instability and trading volume. The objective of this paper develops a speculative representation of asset pricing and information dispensation, for both normal traders and a diversity of regularly deliberate behavioral biases. This paper yields a number of narrative and testable predictions about the conventional news and social media impact on asset prices. This study measures the exposure of individual stocks in news media and social media by means of a wide range of its feature and online sources. Social media coverage with stock market shows high distinctive instability of returns and trading volume in a month and in the same following month by high experience of conventional news media coverage with low instability and trading volume. These affects are economically and statically important and vigorous to control stock and time set effects as well as time varying effects.

conventional news media, social media, deliberate behaviour, instability, trading volume.

"SOCIAL MEDIA AND STOCK PRICES ON STOCK MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 4, page no.164-169, April-2019, Available :http://www.jetir.org/papers/JETIRAY06022.pdf

"SOCIAL MEDIA AND STOCK PRICES ON STOCK MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 4, page no. pp164-169, April-2019, Available at : http://www.jetir.org/papers/JETIRAY06022.pdf