Does media sentiment affect stock prices? Evidence from China’s STAR market

Does media sentiment affect stock prices? Evidence from China’s STAR market

ObjectiveThis paper explores the impact of media sentiment on stock prices on the Shanghai Stock Exchange Science and Technology Innovation Board (hereinafter the STAR market) from a behavioral finance perspective.MethodsWe collect Baidu News coverage of STAR-listed firms as the text, and measure te...

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Bibliographic Details
Main Authors: Xiuliang Dong, Shiying Xu, Jianing Liu, Fu-Sheng Tsai
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-12-01
Series:Frontiers in Psychology
Subjects:
the STAR market
media sentiment
stock price
IPO pricing efficiency
IPO first-day stock performance
machine learning
Online Access:https://www.frontiersin.org/articles/10.3389/fpsyg.2022.1040171/full

Internet

https://www.frontiersin.org/articles/10.3389/fpsyg.2022.1040171/full

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