Open Access
| Issue |
ITM Web Conf.
Volume 80, 2025
2025 2nd International Conference on Advanced Computer Applications and Artificial Intelligence (ACAAI 2025)
|
|
|---|---|---|
| Article Number | 04006 | |
| Number of page(s) | 8 | |
| Section | Applications in Industry, Finance & AI Ethics | |
| DOI | https://doi.org/10.1051/itmconf/20258004006 | |
| Published online | 16 December 2025 | |
- M. Baker, J. Wurgler, Investor sentiment in the stock market. J. Econ. Perspect. 21, 129-151 (2007) https://doi.org/10.1257/jep.21.2.129 [Google Scholar]
- Y. Zhou, Z. Chen, Z. Dong, Social media sentiment and stock market anomalies: Evidence from Chinese microblogs. J. Behav. Finance. 18, 130-145 (2017) https://doi.org/10.1080/15427560.2017.1308362 [Google Scholar]
- L. Wang, Y. Li, C. Lin, Text-based sentiment analysis and volatility forecasting in emerging markets. J. Empir. Finance. 61, 1-19 (2021) https://doi.org/10.1016/j.jempfin.2020.101919. [Google Scholar]
- X. Chen, Y. Xu, J. Dai, Investor sentiment and stock market volatility: Evidence from China. J. Financ. Planet Econ. 135, 212-229 (2020) https://doi.org/10.1016/j.jfineco.2019.06.003 [Google Scholar]
- Q. Zhang, J. Wang, Y. Chen, Investor sentiment and market liquidity: A TVP-VAR analysis using deep learning. J. Bank. Finance. 136, 106-118 (2022) https://doi.org/10.1016/j.jbankfin.2021.106118. [Google Scholar]
- J. Yang, K. Zhang, L. Sun, The role of investor sentiment in the cross-section of stock returns: Evidence from Chinese social media. Pacific-Basin Finance J. 62, 101386 (2020) https://doi.org/10.1016/j.pacfin.2020.101386 [Google Scholar]
- P. Li, R. Wang, Q. Feng, Investor sentiment and stock market anomalies: A machine learning approach. Expert Syst. Appl. 185, 115595 (2021) https://doi.org/10.1016/j.eswa.2021.115595 [Google Scholar]
- D. Wu, H. Zhang, L. Mei, Investor sentiment and stock market liquidity: Evidence from high-frequency data. J. Int. Financ. Mark. Inst. Money. 73, 101339 (2021) https://doi.org/10.1016/j.intfin.2021.101339 [Google Scholar]
- S. Guo, T. Huang, N. Wu, Market sentiment and extreme stock returns: A nonlinear analysis. Econ. Lett. 195, 109450 (2020) https://doi.org/10.1016/j.econlet.2020.109450 [Google Scholar]
- L. Zhang, W. Zhao, Y. Liu, Investor sentiment and stock market anomalies: A comparative study of developed and emerging markets. J. Comp. Econ. 50, 487–502 (2022) https://doi.org/10.1016/j.jce.2021.12.005 [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.

