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Media-based investor sentiment and stock returns : a textual analysis based on newspapers

He, Yu; Qu, Linshan; Wei, Ran; Zhao, Xuankai - In: Applied economics 54 (2022) 7, pp. 774-792

Persistent link: https://www.econbiz.de/10012874462

How mood affects the stock market : empirical evidence from microblogs

Sun, Yuan; Liu, Xuan; Chen, Guangyue; Hao, Yunhong; … - In: Information & management : the internat. journal of … 57 (2020) 5, pp. 1-11

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Box, Travis - In: Journal of banking & finance 91 (2018), pp. 49-69

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Market sentiment dispersion and its effects on stock return and volatility

See-To, Eric W. K.; Yang, Yang - In: Electronic markets : the international journal on … 27 (2017) 3, pp. 283-296

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Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

Integrated Volatility -- Zero-inflated Data Generation Processes -- Algorithmic Text Forecasting. …This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick … information embedded in unexpected, but public observable text data in shock and nonshock information. The monitor is trained …