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
Intraday online investor sentiment and return patterns in the U.S. stock market
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DOI: 10.1016/j.jbankfin.2017.07.002
Abstract: We implement a novel approach to derive investor sentiment from messages posted on social media before we explore the relation between online investor sentiment and intraday stock returns. Using an extensive dataset of messages posted… read more here.
Keywords: investor sentiment; market; sentiment; online investor ... See more keywords
Does online investor sentiment impact stock returns? Evidence from the Chinese stock market
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DOI: 10.1080/13504851.2021.1937490
Abstract: The authors use crawler software to capture the data of investor post content and reading volume from the stock bar of Eastmoney and then utilize textual analysis method to construct positive and n... read more here.
Keywords: sentiment impact; investor sentiment; impact stock; online investor ... See more keywords