Research in behavioral finance has shown that holidays affect investor sentiment, which in turn affects stock market returns and stock prices. These studies have focused on the relationship between holidays and stock prices and stock market returns, but little attention has been paid to how...

The potential hypotheses for fnance research based on social media sentiment revolve around the reliability of investor sentiment expressed on social media and the causal relationship between fnancial markets and this sentiment. The central hypothesis we focus on is derived from the "lie game"...

The underlying assumption of using investor sentiment to predict stock prices, stock market returns, and liquidity is that of synergy between stock prices and investor sentiment. However, this synergistic relationship has received little attention in the literature. This paper investigates the...