Machine learning in predicting stock indexes: the role of online stock forum sentiment in MIDAS model-Reference-Cited by-同舟云学术

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Machine learning in predicting stock indexes: the role of online stock forum sentiment in MIDAS model

Published:2023-05-22 Issue: Volume: Page:1-20
ISSN:1608-1625
Container-title:Asia-Pacific Journal of Accounting & Economics
language:en
Short-container-title:Asia-Pacific Journal of Accounting & Economics

Author:

Wang Lei¹,Zhao Zhong-Chao²,Weng Yin-Che³^ORCID

Affiliation:

1. School of Economics, Ocean University of China Marine Development Studies Institute of OUC, Key Research Institute of Humanities and Social Sciences at Universities, Qingdao, China

2. School of Economics, Ocean University of China, Qingdao, China

3. College of Management, National Dong Hwa University, Hualien, Taiwan

Funder

National Social Science Foundation of China

Natural Science Fund of Shandong

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/16081625.2023.2215234

Reference45 articles.

1. Market liquidity as a sentiment indicator

2. Investor Sentiment and the Cross-Section of Stock Returns

3. Investor sentiment and the near-term stock market

4. Investor Sentiment and Asset Valuation

5. Modeling public mood and emotion: Blog and news sentiment and socio-economic phenomena

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