IDEAS home Printed from https://ideas.repec.org/r/eee/finlet/v32y2020ics1544612318305609.html
   My bibliography  Save this item

The impact of Baidu Index sentiment on the volatility of China's stock markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Zhongchen Song & Tom Coupé, 2023. "Predicting Chinese consumption series with Baidu," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 21(3), pages 429-463, July.
  2. Liu, Wenwen & Zhang, Chang & Qiao, Gaoxiu & Xu, Lei, 2022. "Impact of network investor sentiment and news arrival on jumps," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  3. Shuyu Zhang & Dunli Zhang & Jianming Zheng & Walter Aerts & Dandan Xu, 2023. "Plus Token and investor searching behaviour – A cryptocurrency Ponzi scheme," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4713-4728, December.
  4. Tao, Yunqing & Wang, Dianjie & Ye, Yongwei & Wu, Haitao & Zhang, Yao, 2023. "The role of public environmental concern on corporate social responsibility: Evidence from search index of web users," Energy Economics, Elsevier, vol. 126(C).
  5. Gong, Xu & Liao, Qin, 2024. "Physical climate risk attention and dynamic volatility connectedness among new energy stocks," Energy Economics, Elsevier, vol. 136(C).
  6. Wan, Daoxia & Xue, Rui & Linnenluecke, Martina & Tian, Jinfang & Shan, Yuli, 2021. "The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms," Finance Research Letters, Elsevier, vol. 43(C).
  7. Zhou, Kaile & Hu, Dingding & Li, Fangyi, 2022. "Impact of COVID-19 on private driving behavior: Evidence from electric vehicle charging data," Transport Policy, Elsevier, vol. 125(C), pages 164-178.
  8. Lin, Yong & Wang, Renyu & Gong, Xingyue & Jia, Guozhu, 2022. "Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  9. Xie, Qiwei & Cheng, Lu & Liu, Ranran & Zheng, Xiaolong & Li, Jingyu, 2023. "COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 52(C).
  10. Liao Xu & Jilong Chen & Hao Xu, 2023. "Market sentiment to COVID‐19 and the Chinese stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1121-1135, April.
  11. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  12. Wenwen Liu & Jinyu Yang & Jingrui Chen & Lei Xu, 2023. "How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China," SAGE Open, , vol. 13(1), pages 21582440231, January.
  13. V. D. Milovidov, 2024. "Investor Sentiment and Stock Market Dynamics: Ways to Forecast Stock Prices," Studies on Russian Economic Development, Springer, vol. 35(4), pages 518-529, August.
  14. Shao, Jin & Hong, Jingke & Wang, Xianzhu & Yan, Xiaochen, 2023. "The relationship between social media sentiment and house prices in China: Evidence from text mining and wavelet analysis," Finance Research Letters, Elsevier, vol. 57(C).
  15. Liao Xu & Jilong Chen & Xuan Zhang & Jing Zhao, 2021. "COVID‐19, public attention and the stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4741-4756, September.
  16. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  17. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
  18. Darehshiri, Mahsa & Ghaemi Asl, Mahdi & Babatunde Adekoya, Oluwasegun & Shahzad, Umer, 2022. "Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
  19. Fu, Tong & Huang, Dasen & Feng, Lingbing & Tang, Xiaoping, 2024. "More is better? The impact of predictor choice on the INE oil futures volatility forecasting," Energy Economics, Elsevier, vol. 134(C).
  20. Xu, Kewei & Xiong, Xiong & Li, Xiao, 2021. "The maturity effect of stock index futures: Speculation or carry arbitrage?," Research in International Business and Finance, Elsevier, vol. 58(C).
  21. Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022. "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  22. Deng, Chao & Zhou, Xiaoying & Peng, Cheng & Zhu, Huiming, 2022. "Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment," Finance Research Letters, Elsevier, vol. 47(PA).
  23. Yuan, Ying & Wang, Haiying & Jin, Xiu, 2022. "Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19," International Review of Financial Analysis, Elsevier, vol. 83(C).
  24. Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa, 2022. "Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices," Finance Research Letters, Elsevier, vol. 47(PB).
  25. Fang, Jianchun & Gozgor, Giray & Lau, Chi-Keung Marco & Wu, Wanshan & Yan, Cheng, 2020. "Listed zombie firms and top executive gender: Evidence from an emerging market," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  26. Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019. "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 155-164.
  27. Hussain, Shahzad & Akbar, Muhammad & Malik, Qaisar & Ahmad, Tanveer & Abbas, Nasir, 2021. "Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment," CAFE Working Papers 14, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
  28. Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023. "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  29. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.