Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101479
Abstract: Abstract Given the increasing interest in investor sentiment derived from social media platforms, we address one overlooked question – are there structural breaks in online investor sentiment? We cast the problem of break-point estimation in… read more here.
Keywords: online investor; investor sentiment; breaks online; structural breaks ... See more keywords