Market sentiment dispersion and its effects on stock return and volatility.
Eric Wing Kuen See-ToYang YangPublished in: Electron. Mark. (2017)
Keyphrases
- stock price
- stock market
- chinese stock market
- investment strategies
- stock exchange
- financial markets
- stock trading
- stock returns
- financial data
- stock data
- sentiment analysis
- non stationary
- stock market data
- exchange rate
- financial time series
- option pricing
- financial crisis
- garch model
- market prices
- historical data
- short term
- convertible bonds
- news articles
- foreign exchange
- portfolio optimization
- stock index
- trading systems
- stock index futures
- opinion mining
- positive and negative
- external factors
- long term