This study employs correlation coefficients and the factor-augmented vector autoregressive (FAVAR) model to investigate the relationship between the stock market and investors’ sentiment measured by big data. The investors’ sentiment index is constructed from a pool of relative keyword...

In a global economy with intense competition, companies face tremendous pressure to become more innovation-driven. With the development of information technologies, many companies are seeking to incorporate novel IT-based approaches in their business practices, such as evaluating emerging...