The weekly cycle of investor sentiment and the holiday effect-- An empirical study of Chinese stock market based on natural language processing

Investor sentiment is an important factor that affects stock prices, stock market returns, and asset pricing. However, the fluctuation patterns and factors influencing investor sentiment have received less attention from scholars. This study uses text messages from stock investors’ social networks a...

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Bibliographic Details
Main Authors: Qing Liu, Xinyuan Wang, Yamin Du
Format: Article
Language:English
Published: Elsevier 2022-12-01
Series:Heliyon
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844022039342