The extra value of online investor sentiment measures on forecasting stock return volatility: A large-scale longitudinal evaluation based on Chinese stock market
P Lin, S Ma, R Fildes - Expert Systems with Applications, 2024 - Elsevier
Numerous studies have purported to show that using online investor sentiment measures
can enhance the accuracy of forecasting stock return volatility. However, many of these …
can enhance the accuracy of forecasting stock return volatility. However, many of these …
Measuring financial stability in the presence of energy shocks
Abstract The Russia–Ukraine conflict highlighted how important energy is for the
surveillance of economies worldwide. Both war and economic sanctions inevitably affected …
surveillance of economies worldwide. Both war and economic sanctions inevitably affected …
Subjective–Objective Method of Maximizing the Average Variance Extracted From Sub-indicators in Composite Indicators
This research presents an innovative method for constructing composite indicators: the
Subjective–objective method of maximizing extracted variance (Sommev). Sommev's hybrid …
Subjective–objective method of maximizing extracted variance (Sommev). Sommev's hybrid …
Quantifying the economic survive across the EU using Markov probability chains
The multiple global crisis has made the economies of the world's countries, including EU's
economy, vulnerable through the downgrading of the pandemic and the subsequent …
economy, vulnerable through the downgrading of the pandemic and the subsequent …
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment
We present the main findings of an extensive quantitative analysis aimed at quantifying the
correlated risk and the effects, on the most important economic sectors, of the Covid-19 …
correlated risk and the effects, on the most important economic sectors, of the Covid-19 …
[HTML][HTML] Does investors' sentiment influence stock market volatility? Evidence from India during pre-and post-Covid-19 periods
V Patel, S Amilan, P Vairasigamani - Journal of Investment Strategies, 2024 - risk.net
This research empirically investigates the impact of investor sentiment on equity market
volatility during periods of economic turbulence, with a focus on the Covid-19 pandemic …
volatility during periods of economic turbulence, with a focus on the Covid-19 pandemic …
Quality Enhancements in Experimental
E Catanese, M Bruno, L Valentino - New Frontiers in Textual …, 2024 - books.google.com
Istat, since October 2018, publishes an experimental daily index, ie, the Social Mood on
Economy Index (SMEI). This index is derived from real-time samples of public Italian tweets …
Economy Index (SMEI). This index is derived from real-time samples of public Italian tweets …
Quality Enhancements in Experimental Statistics: The Italian Social Mood on Economy Index
E Catanese, M Bruno, L Valentino - … on the Statistical Analysis of Textual …, 2022 - Springer
Istat, since October 2018, publishes an experimental daily index, ie, the Social Mood on
Economy Index (SMEI). This index is derived from real-time samples of public Italian tweets …
Economy Index (SMEI). This index is derived from real-time samples of public Italian tweets …
[ΑΝΑΦΟΡΑ][C] Analyzing online public opinion effect on public policy
H Hu - Baltic Journal of Law & Politics, 2022