The Influence of Investor Attention on Return and Volatility of Stock Market.
Wen LongBin WangLingxiao CuiPublished in: WI Workshops (2016)
Keyphrases
- stock market
- stock price
- investment strategies
- stock index futures
- short term
- financial time series
- financial markets
- stock exchange
- garch model
- chinese stock market
- stock trading
- financial data
- stock returns
- stock data
- trading rules
- stock market data
- financial news
- listed companies
- stock index
- long term
- exchange rate
- foreign exchange
- neural network
- portfolio optimization
- data mining