Sentiments Affect Stock Returns: Evidence Based on Big Data.
Jing SunYingying XuYueqiang ZhaoYuliang ZhouJaime OrtizWeipeng ChenPublished in: HPCC/DSS/SmartCity/DependSys (2021)
Keyphrases
- big data
- stock returns
- social media
- stock market
- cross sectional
- developed countries
- big data analytics
- stock price
- cloud computing
- data analysis
- panel data
- financial time series
- sentiment analysis
- data management
- business intelligence
- data science
- developing countries
- social networks
- financial markets
- data processing
- knowledge discovery
- massive datasets
- sentiment classification
- opinion mining
- cash flow
- machine learning
- database
- stock data
- information technology
- information systems