Investors' opinion divergence and stock return volatility: evidence from user-generated content.
Yang LiRuben XingPublished in: Int. J. Data Anal. Tech. Strateg. (2023)
Keyphrases
- user generated content
- stock market
- stock price
- investment strategies
- customer reviews
- social media
- product reviews
- financial markets
- stock trading
- stock data
- short term
- stock returns
- user generated
- stock exchange
- garch model
- financial time series
- chinese stock market
- sentiment analysis
- stock market data
- blog posts
- financial data
- recommender systems
- user comments
- social media content
- online forums
- non stationary
- portfolio optimization
- long term
- product features
- trading strategies
- user contributed
- historical data
- relevant content
- social media data
- public opinion
- trading systems
- sentiment classification