Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Year of publication: |
2024
|
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Authors: | Tang, Zhenpeng ; Lin, Qiaofeng ; Cai, Yi ; Chen, Kaijie ; Liu, Dinggao |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103210, p. 1-18
|
Subject: | Data mining | High-frequency stock index | Real-time public opinion | Reverse mixed-frequency analysis | Börsenkurs | Share price | China | Aktienmarkt | Stock market | Volatilität | Volatility | Aktienindex | Stock index | Data Mining | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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