Dependence between stock returns and investor sentiment in Chinese markets: A copula approach.
Xunfa LuKin Keung LaiLiang LiangPublished in: J. Syst. Sci. Complex. (2012)
Keyphrases
- stock returns
- financial markets
- chinese stock market
- panel data
- stock market
- dependence structure
- stock price
- listed companies
- sentiment analysis
- sentiment classification
- financial time series
- cross sectional
- exchange rate
- early warning
- risk management
- stock exchange
- non stationary
- developed countries
- stock data
- mutual information
- information extraction
- sentence level
- financial data
- developing countries
- news articles
- text classification
- corporate governance