Stock returns and investor sentiment: textual analysis and social media
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DOI: 10.1007/s12197-019-09494-4
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- Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019. "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers 19-03, Department of Economics, West Virginia University.
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- Hyung Jong Na & Yong Ha Kim & Hyun Jin Jo, 2023. "The Impact of YouTube on Present and Future Firm Value: Using Unstructured Text Analysis," Sustainability, MDPI, vol. 15(5), pages 1-19, February.
- Monica Martinez-Blasco & Vanessa Serrano & Francesc Prior & Jordi Cuadros, 2023. "Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-34, December.
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- Andrew Todd & James Bowden & Yashar Moshfeghi, 2024. "Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(1), March.
- Aneeta Elsa Simon & Manu K.S., 2023. "Does Sentiments Impact the Returns of Commodity Derivatives? An Evidence from Multi-commodity Exchange India," Vision, , vol. 27(1), pages 79-92, February.
- Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2021. "CEO Duality: Newspapers and Stock Market Reactions," JRFM, MDPI, vol. 14(1), pages 1-18, January.
- Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Wang, Gaoshan & Yu, Guangjin & Shen, Xiaohong, 2021. "The effect of online environmental news on green industry stocks: The mediating role of investor sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
- Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024. "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Mitashi Sinha & Ritvika Jalan & Rohini Singh, 2020. "Investigating the financial impact of coronavirus on leading stock indices," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 11(3), pages 08-22, September.
- Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022. "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
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- Zongwu Cai & Pixiong Chen, 2022. "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202216, University of Kansas, Department of Economics, revised Nov 2022.
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More about this item
Keywords
Investor sentiment; Supervised learning; Stock returns; Social media; Sufficient reduction; Predictive regression;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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