Does microblogging convey firm-specific information? Evidence from China
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DOI: 10.1016/j.physa.2017.04.058
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- Yan, Hanhuan & Han, Liyan, 2019. "Empirical distributions of stock returns: Mixed normal or kernel density?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 473-486.
- Zhang, Tonghui & Yuan, Ying & Wu, Xi, 2020. "Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo," Finance Research Letters, Elsevier, vol. 32(C).
- Xiong, Xiong & Bian, Yuxiang & Shen, Dehua, 2018. "The time-varying correlation between policy uncertainty and stock returns: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 413-419.
- Shen, Dehua & Liu, Lanbiao & Zhang, Yongjie, 2018. "Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 928-934.
- Zuochao Zhang & Yongjie Zhang & Dehua Shen & Wei Zhang, 2018. "The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns," Complexity, Hindawi, vol. 2018, pages 1-11, February.
- Zhao, Ruwei & Xiong, Xiong & Shen, Dehua, 2018. "Investor attention and performance of IPO firms: Evidence from online searches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 342-348.
- Shen, Dehua & Tong, Zezheng & Goodell, John W., 2024. "Do online message boards convey cryptocurrency-specific information?," International Review of Financial Analysis, Elsevier, vol. 91(C).
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Keywords
Microblogging; Sina Weibo; Firm-specific return variation; Idiosyncratic volatility; Chinese stock market;All these keywords.
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