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
doaj +2 more sources
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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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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The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic
Journal of Innovation & Knowledge, 2023 Research in behavioral finance has shown that holidays affect investor sentiment, which in turn affects stock market returns and stock prices. These studies have focused on the relationship between holidays and stock prices and stock market returns, but ...
Lilu Zhao, Woon-Seek Lee, Qing Liu
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The short of it: Investor sentiment and anomalies [PDF]
Journal of Financial Economics, 2012 This study explores the role of investor sentiment in a broad set of anomalies in cross-sectional stock returns. We consider a setting where the presence of market-wide sentiment is combined with the argument that overpricing should be more prevalent than underpricing, due to short-sale impediments.
Robert F Stambaugh +2 more
exaly +4 more sources
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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Synergy between stock prices and investor sentiment in social media
Borsa Istanbul Review, 2023 The underlying assumption of using investor sentiment to predict stock prices, stock market returns, and liquidity is that of synergy between stock prices and investor sentiment. However, this synergistic relationship has received little attention in the
Woon-Seek Lee, Qing Liu, Qingjun Wu
exaly +3 more sources