The weekly cycle of investor sentiment and the holiday effect-- An empirical study of Chinese stock market based on natural language processing-Reference-Cited by-同舟云学术

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The weekly cycle of investor sentiment and the holiday effect-- An empirical study of Chinese stock market based on natural language processing

Published:2022-12 Issue:12 Volume:8 Page:e12646
ISSN:2405-8440
Container-title:Heliyon
language:en
Short-container-title:Heliyon

Author:

Liu Qing^ORCID,Wang Xinyuan^ORCID,Du Yamin^ORCID

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference52 articles.

1. Investor sentiment and calendar anomaly effects: a case study of the impact of Ramadan on Islamic Middle Eastern markets;Al-Hajieh;Res. Int. Bus. Finance,2011

2. Is all that talk just noise? The information content of internet stock message boards;Antweiler;J. Finance,2004

3. Natural language processing as a tool to evaluate emotions in conservation conflicts;Arbieu;Biol. Conserv.,2021

4. Investor sentiment in the stock market;Baker;J. Econ. Perspect.,2007

5. The day of the week effect on stock market volatility;Berument;J. Econ. Finance,2001

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1. Methods for aggregating investor sentiment from social media;Humanities and Social Sciences Communications;2024-07-17

2. Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China;Financial Innovation;2024-06-11

3. Akankah Sentimen Pasar Menghasilkan Keputusan Investasi yang Tepat?;Jurnal Samudra Ekonomi dan Bisnis;2024-04-22

4. The game of lies by stock investors in social media: a study based on city lockdowns in China;Financial Innovation;2024-04-02

5. Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms;The North American Journal of Economics and Finance;2024-03

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