An analysis of systemic risk in worldwide economic sentiment indices
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DOI: 10.1007/s10663-019-09464-3
Abstract: We investigate the temporal dynamics of correlations between sentiment indices worldwide. Employing the tools of Random Matrix Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information embedded in the interactions… read more here.
Keywords: sentiment indices; systemic risk; sentiment; analysis systemic ... See more keywords
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
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DOI: 10.1016/j.irfa.2020.101552
Abstract: Abstract In this paper, we investigate the predictive ability of three sentiment indices constructed by social media, newspaper, and Internet media news to forecast the realized volatility (RV) of SSEC from in- and out-of-sample perspectives.… read more here.
Keywords: social media; volatility; sentiment indices; sentiment ... See more keywords
Are customer reviews just reviews? Hotel forecasting using sentiment analysis
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DOI: 10.1177/13548166211049865
Abstract: Despite the important role of the sentiment of customer reviews in the tourist decision-making process, it has received limited attention from the field of tourism demand forecasting. This study aims to examine the sentiment information… read more here.
Keywords: customer reviews; sentiment indices; sentiment; hotel ... See more keywords