Multilayer network analysis of investor sentiment and stock returns

GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia - Research in International …, 2022 - Elsevier
We propose multilayer networks, including an investor sentiment layer and a stock return
layer, to study similarities and differences between investor sentiment connectedness and …

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee… - The Quarterly Review of …, 2023 - Elsevier
This study examines the multiscale spillovers between five important emerging stock
markets namely, Brazil, Russia, India, China, and South Africa (BRICS) and both Dow Jones …

A study of correlation between investor sentiment and stock market based on Copula model

CZ Yao, BY Sun, JN Lin - Kybernetes, 2017 - emerald.com
Purpose This paper aims to capture tail dependence between sentiment index and
Shanghai composite index (SCI) by proposing a sentiment index based on text mining …

网络社交媒体中投资者情绪对股票市场的影响研究

许天阳 - 上海管理科学, 2018 - cqvip.com
行为金融学理论表明投资者情绪会在一定程度上影响投资者决策并进一步影响股价走势.
基于互联网社交媒体及网络投票信息, 通过爬取新浪股吧及新浪财经多空调查数据 …