Weibo sentiments and stock return: A time-frequency view
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DOI: 10.1371/journal.pone.0180723
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- Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Xu, Yingying & Lien, Donald, 2022. "Which affects stock performances more, words or deeds of the key person?," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Zhang, Tonghui & Yuan, Ying & Wu, Xi, 2020. "Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo," Finance Research Letters, Elsevier, vol. 32(C).
- Shan Lu & Jichang Zhao & Huiwen Wang, 2018. "The Power of Trading Polarity: Evidence from China Stock Market Crash," Papers 1802.01143, arXiv.org.
- Alzahrani, Ahmed Ibrahim & Sarsam, Samer Muthana & Al-Samarraie, Hosam & Alblehai, Fahad, 2023. "Exploring the sentimental features of rumor messages and investors' intentions to invest," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 433-444.
- Siqing Shan & Xijie Ju & Yigang Wei & Zijin Wang, 2021. "Effects of PM 2.5 on People’s Emotion: A Case Study of Weibo (Chinese Twitter) in Beijing," IJERPH, MDPI, vol. 18(10), pages 1-21, May.
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