Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China's Energy Industry Typical Stocks.
Yajie QiHuajiao LiSui GuoSida FengPublished in: Complex. (2019)
Keyphrases
- stock price
- stock market
- tft lcd
- stock exchange
- dow jones
- non stationary
- option pricing
- technical indicators
- stock data
- chinese stock market
- historical data
- exchange rate
- financial data
- stock market data
- news articles
- stock price prediction
- financial time series
- portfolio optimization
- financial markets
- stock returns
- association rules
- energy consumption
- stock trading
- short term
- natural language processing