Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Zhenpeng Tang, Qiaofeng Lin, Yi Cai, Kaijie Chen, Dinggao Liu
| Year of publication: |
2024
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|---|---|
| Authors: | Tang, Zhenpeng ; Lin, Qiaofeng ; Cai, Yi ; Chen, Kaijie ; Liu, Dinggao |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103210, p. 1-18
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| Subject: | Data mining | High-frequency stock index | Real-time public opinion | Reverse mixed-frequency analysis | China | Börsenkurs | Share price | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Data Mining | Volatilität | Volatility | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543482