Micro-blog social moods and Chinese stock market: the influence of emotional valence and arousal on Shanghai Composite Index volume.
Ying-hong DongHao ChenWeining QianAoying ZhouPublished in: Int. J. Embed. Syst. (2015)
Keyphrases
- chinese stock market
- emotional state
- micro blog
- micro blogging
- twitter users
- stock market
- information propagation
- social networks
- stock exchange
- social influence
- stock price
- social networking
- garch model
- facial expressions
- sentiment analysis
- social graphs
- user generated content
- social interaction
- online social networks
- stock returns
- cross sectional
- real dataset
- online social
- social media
- information diffusion
- online communities
- influence maximization
- short term
- topic specific
- information overload
- financial time series
- social network analysis
- non stationary
- financial data
- social relationships
- diffusion process
- information flow