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The extra value of online investor sentiment measures on forecasting stock return volatility: A large-scale longitudinal evaluation based on Chinese stock market.
Ping Lin
Shaohui Ma
Robert Fildes
Published in:
Expert Syst. Appl. (2024)
Keyphrases
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chinese stock market
stock market
stock price
garch model
financial time series
exchange rate
short term
stock returns
stock exchange
cross sectional
non stationary
stock data
long term
financial markets
stock trading
historical data
news articles
online learning
financial data
portfolio optimization
data mining