Weibo Attention and Stock Market Performance: Some Empirical Evidence
In this paper, we employ Weibo Index as the proxy for investor attention and analyze the relationships between investor attention and stock market performance, i.e., trading volume, return, and volatility. The empirical results firstly show that Weibo attention is positively related to trading volum...
Saved in:
Main Authors: | Minghua Dong, Xiong Xiong, Xiao Li, Dehua Shen |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2018-01-01
|
Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2018/9571848 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The impact of “Panama Leaks” on the Stock Market: Empirical Evidence from the Emerging Equity Market
by: Muhammad Husnain, et al.
Published: (2023-12-01) -
Statistical Analysis of Dispelling Rumors on Sina Weibo
by: Yue Wu, et al.
Published: (2020-01-01) -
EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA
by: Ahmed Oluwatobi ADEKUNLE
Published: (2023-11-01) -
Attention and sentiment of Chinese public toward rural landscape based on Sina Weibo
by: Jinji Zhang, et al.
Published: (2024-06-01) -
GA-Attention-Fuzzy-Stock-Net: An optimized neuro-fuzzy system for stock market price prediction with genetic algorithm and attention mechanism
by: Burak Gülmez
Published: (2025-02-01)