Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Chao Liang, Yongan Xu, Jianqiong Wang, Mo Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Liang, Chao ; Xu, Yongan ; Wang, Jianqiong ; Yang, Mo |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-12
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| Subject: | Chinese stock market | COVID-19 | Forecasting | Scaled PCA | Sentiment | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | Coronavirus | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013426479