The extra value of online investor sentiment measures on forecasting stock return volatility: A large-scale longitudinal evaluation based on Chinese stock market

Ping Lin, Shaohui Ma, Robert Fildes. The extra value of online investor sentiment measures on forecasting stock return volatility: A large-scale longitudinal evaluation based on Chinese stock market. Expert Syst. Appl., 238(Part B):121927, March 2024. [doi]

Abstract

Abstract is missing.