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Advanced Search Results For "MARKET sentiment"

1 - 10 of 1,743 results for
 "MARKET sentiment"
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Stock Market Prediction Based on Financial News Text Mining and Investor Sentiment Recognition.

Publication Type: Academic Journal

Source(s): Mathematical Problems in Engineering. 10/5/2022, p1-9. 9p.

Authors:

Abstract: The stock market is usually regarded as the bellwether of the economy, which can reflect the economic operation of a country or region. As a significant part of the financial market, the equity market plays a critical role in the financial sector. Whet...

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中国投资者多角度舆情分析及其在 股市预测中的作用.

Publication Type: Academic Journal

Source(s): Journal of Northeastern University (Natural Science). Aug2022, Vol. 43 Issue 8, p1201-1216. 8p.

Abstract: 股市中存在与投资者舆情有关的非理性现象ꎬ舆情与股市关系的量化研究对发掘股市规律和辅 助投资预测具有重要意义. 本文基于论坛中的投资者发言ꎬ创新性地建立 CNN- TLDA 混合模型对舆情进行 多角度量化分析ꎬ从积极度和关注主题两方面探究投资者舆情和股市的相互影响关系ꎬ并基于长短时记忆 (LSTM)网络对舆情在股市预测中的作用进行探讨. 研究表明:中国股市投资者普遍悲观ꎬ投资者乐观度和关 注主题都与股市高度相关. 多角度舆情分析使预测误差下降至 41% . 研究成果能够辅助投资者的投资决策ꎬ 也能为股...

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Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options.

Publication Type: Academic Journal

Source(s): Computational Intelligence & Neuroscience. 6/29/2022, p1-9. 9p.

Abstract: In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluct...

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Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis.

Publication Type: Academic Journal

Source(s): Journal of Economic Behavior & Organization. Dec2022, Vol. 204, p290-303. 14p.

Abstract: Investor sentiment may not only influence financial instability, it may also be shaped by it. Moreover, such causal links may differ over time, in crisis and non-crisis periods. This is a groundbreaking paper that tests these two hypotheses from a macr...

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房市參與者之關注會影響房價嗎?.

Publication Type: Academic Journal

Source(s): Journal of Management & Systems. Oct2022, Vol. 29 Issue 4, p495-523. 29p.

Abstract: 人對於大量訊息資料的關注是有限並且是選擇性的,使得關注力在何處成為決策的重 要因素。本文探討房市參與者的關注是否會影響房價,採用 Google Trends 搜尋引擎的關鍵 字搜尋量為代理變數,建構五個關注指標以測試 2006 年至 2019 年的台北市房市參與者之 關注與房價關係。實證結果確認台灣的房市參與者關注會影響房價,關注增加會導致房價上 升。進一步將樣本以時間區分成房價上升與平穩兩時期,發現市場參與者的關注有不對稱情 形,在房價上升期較有影響力。本文最後比較關注與情緒兩指標對房價的預測能力...

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Daily investor sentiment, order flow imbalance and stock liquidity: evidence from the Chinese stock market.

Publication Type: Academic Journal

Source(s): International Journal of Finance & Economics. Oct2022, Vol. 27 Issue 4, p4816-4836. 21p.

Abstract: We examine whether and how investor sentiment affects stock liquidity in the Chinese stock market. Utilizing big data mining techniques, we excavate posted texts of a large stock forum and devise daily investor sentiment indicators. While examining the...

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Retail investor attention and IPO prices with a pre-IPO market.

Publication Type: Academic Journal

Source(s): International Review of Economics & Finance. Nov2022, Vol. 82, p416-432. 17p.

Abstract: This study investigates whether retail investor attention influences initial public offering (IPO) subscription and prices in Taiwan's economy, which features little information asymmetry because of its pre-IPO market. We find that IPO trading prices i...

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Market Sentiment and Stock Market Volatility: Evidence from Tehran Stock Exchange.

Publication Type: Academic Journal

Source(s): Iranian Journal of Management Studies. Oct2022, Vol. 15 Issue 4, p701-720. 20p.

Authors:

Abstract: This study aimed to evaluate the significance and severity of the relationship between market sentiment and the volatility of the Tehran Stock Exchange Price Index (TEPIX). We drew on the principal component analysis (PCA) to provide a composite sentim...

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Investor Limited Attention, Opinion Divergence, and Post-earnings-announcement Drift: Evidence from China.

Publication Type: Academic Journal

Source(s): Emerging Markets Finance & Trade. 2022, Vol. 58 Issue 14, p3985-4000. 16p. 3 Charts.

Abstract: The study provides new evidence for the limited attention theory in explaining post-earnings-announcement drift (PEAD) by using the data of stocks listed in Shanghai and Shenzhen A-shares from 2000 to 2020. We introduce two types of inattentive investo...

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A Study of Different Existing Methods for the Stock Selection in the Field of Quantitative Investment.

Publication Type: Academic Journal

Source(s): Wireless Communications & Mobile Computing. 3/19/2022, p1-17. 17p.

Abstract: Due to the computer's powerful data computing ability, more and more traditional investors pay attention to computer-based quantitative investment. Moreover, computer-based quantitative investment has gradually replaced some traditional investment meth...

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