Multi-layer affective computing model based on emotional psychology
Author
Abstract
Suggested Citation
DOI: 10.1007/s10660-017-9265-8
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Eugene F. Fama & Kenneth R. French, 2016. "Dissecting Anomalies with a Five-Factor Model," The Review of Financial Studies, Society for Financial Studies, vol. 29(1), pages 69-103.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Qingyuan Zhou & Zongming Zhang & Yuancong Wang, 2020. "WIT120 data mining technology based on internet of things," Health Care Management Science, Springer, vol. 23(4), pages 680-688, December.
- Satish Kumar & Weng Marc Lim & Nitesh Pandey & J. Christopher Westland, 2021. "20 years of Electronic Commerce Research," Electronic Commerce Research, Springer, vol. 21(1), pages 1-40, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hsu, Junming & Yang, Tung-Hsiao & Tsai, Yi-Chi, 2021. "The long-run performance of cross-border acquirers: An analysis of synergy sources," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, vol. 51(C).
- Alex Dontoh & Fayez A. Elayan & Joshua Ronen & Tavy Ronen, 2021. "Unfair “Fair Value” in Illiquid Markets: Information Spillover Effects in Times of Crisis," Management Science, INFORMS, vol. 67(8), pages 5163-5193, August.
- Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2024.
"The performance of marketplace lenders,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua M. & Rinne, Kalle, 2023. "The performance of marketplace lenders," CFS Working Paper Series 706, Center for Financial Studies (CFS).
- Weisskopf, Jean-Philippe, 2020. "Breaking bad: An investment in cannabis," Finance Research Letters, Elsevier, vol. 33(C).
- Wang, Qiyu & Chong, Terence Tai-Leung, 2021. "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Shafiqur Rahman & Matthew J. Schneider, 2019. "Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-34, March.
- Valentin Haddad & Serhiy Kozak & Shrihari Santosh & Stijn Van Nieuwerburgh, 2020.
"Factor Timing,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 1980-2018.
- Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020. "Factor Timing," NBER Working Papers 26708, National Bureau of Economic Research, Inc.
- Davi Valladão & Thuener Silva & Marcus Poggi, 2019. "Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns," Annals of Operations Research, Springer, vol. 282(1), pages 379-405, November.
- Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023.
"RIM-based value premium and factor pricing using value-price divergence,"
Journal of Banking & Finance, Elsevier, vol. 149(C).
- Lin William Cong & Nathan Darden George & Guojun Wang, 2023. "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers 30967, National Bureau of Economic Research, Inc.
- Lai, Wan-Ni, 2016. "Do academic investment insights benefit society?," Research in International Business and Finance, Elsevier, vol. 38(C), pages 172-176.
- Yukun Liu & Aleh Tsyvinski, 2018.
"Risks and Returns of Cryptocurrency,"
NBER Working Papers
24877, National Bureau of Economic Research, Inc.
- Yukun Liu & Aleh Tsyvinski, 2019. "Risks and Returns of Cryptocurrency," 2019 Meeting Papers 160, Society for Economic Dynamics.
- Victoria Dobrynskaya, 2017. "Dynamic Momentum and Contrarian Trading," HSE Working papers WP BRP 61/FE/2017, National Research University Higher School of Economics.
- Andrew Detzel, 2017. "Monetary Policy Surprises, Investment Opportunities, And Asset Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 315-348, September.
- Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
- Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong), 2022. "The alphas of beta and idiosyncratic volatility," Journal of Financial Markets, Elsevier, vol. 61(C).
- Lin, Qi, 2022. "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Barinov, Alexander, 2023. "Profitability anomaly and aggregate volatility risk," Journal of Financial Markets, Elsevier, vol. 64(C).
- Fletcher, Jonathan, 2018. "Bayesian tests of global factor models," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 279-289.
More about this item
Keywords
Affective computing; Emotional psychology; Multi-layer model; Emotion space;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:elcore:v:18:y:2018:i:1:d:10.1007_s10660-017-9265-8. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.