The weekly cycle of investor sentiment and the holiday effect-- An empirical study of Chinese stock market based on natural language processing [PDF]
Heliyon, 2022 Investor sentiment is an important factor that affects stock prices, stock market returns, and asset pricing. However, the fluctuation patterns and factors influencing investor sentiment have received less attention from scholars.
Qing Liu, Xinyuan Wang, Yamin Du
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Multi-Scale Characteristics of Investor Sentiment Transmission Based on Wavelet, Transfer Entropy and Network Analysis [PDF]
Entropy, 2022 Investor sentiment transmission is significantly influential over financial markets. Prior studies do not reach a consensus about the multi-scale transmission patterns of investor sentiment. Our study proposed a composite set of methods based on wavelet,
Muye Han, Jinsheng Zhou
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Impact of COVID-19 on investor sentiment in China's stock markets [PDF]
Heliyon, 2023 Large-scale public health emergencies may exert significant adverse effects on market sentiment. This study utilizes interrupted time series analysis (ITSA) to explore the shift in Chinese investors' sentiment in response to the uncertainties due to the ...
Jianwei Gao, Haiwei Li, Zhou Lu
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Dynamic analysis and optimal control of a stochastic investor sentiment contagion model considering sentiments isolation with random parametric perturbations [PDF]
Scientific Reports, 2023 Investor sentiment contagion has a profound influence on economic and social development. This paper explores the diverse influences of various investor sentiments in modern society on the economy and society.
Sida Kang +3 more
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Rational catering of irrational emotions: Investor sentiment and executive tone [PDF]
Frontiers in Psychology, 2022 In China, investors generally make decisions depending on the intonation of executive announcements. A total of 20,328 observations are sampled from the Chinese equity market between 2005 and 2019.
Jing Qiu, Ni Yang
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Investor Sentiment Measures [PDF]
SSRN Electronic Journal, 2006 This paper compares investor sentiment measures based on consumer confidence surveys with measures extracted from the closed-end fund discount (CEFD). Our evidence suggests that these two kinds of sentiment measures do not correlate well with one another.
Ivo Welch, Lily Qiu
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Cross-border acquisition or greenfield investment? The role of investor sentiment [PDF]
Frontiers in Psychology, 2023 When a firm invests in a foreign market, it has to choose between cross-border acquisition and greenfield investment. The impact of investor sentiment on the establishment mode of firm outward foreign direct investment (OFDI) has not been investigated by
Li Dong, Jinlong Chen
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Understanding heterogeneity of investor sentiment on social media: A structural topic modeling approach [PDF]
Frontiers in Artificial Intelligence, 2022 Investors nowadays post heterogeneous sentiments on social media about financial assets based on their trading preferences. However, existing works typically analyze the sentiment by its content only and do not account for investor profiles and trading ...
Rongjiao Ji, Qiwei Han
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Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. [PDF]
PLoS ONE, 2018 The relationship between oil price and investor sentiment is crucial to economic activity. Disentangling the shocks in crude oil price by structural VAR model, this paper analyzes the interaction between oil price shocks and investor sentiment by linear ...
Zhifang He, Fangzhao Zhou
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Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets [PDF]
Financial Innovation, 2022 The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic field and the real financial industry.
Yang Gao +3 more
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