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]

Authors

Ping Lin

This author has not been identified. Look up 'Ping Lin' in Google

Shaohui Ma

This author has not been identified. Look up 'Shaohui Ma' in Google

Robert Fildes

This author has not been identified. Look up 'Robert Fildes' in Google