Investor Sentiment and Paradigm Shifts in Equity Return Forecasting.
Liya ChuXue-Zhong HeKai LiJun TuPublished in: Manag. Sci. (2022)
Keyphrases
- stock market
- short term
- financial time series
- sentiment analysis
- investment decisions
- stock price
- garch model
- long term
- sentiment classification
- forecasting model
- opinion mining
- investment strategies
- medium term
- weather forecasting
- electricity consumption
- crude oil
- stock exchange
- foreign exchange
- product reviews
- exchange rate
- social networks
- grey model
- genetic algorithm