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]
@article{LinMF24,
title = {The extra value of online investor sentiment measures on forecasting stock return volatility: A large-scale longitudinal evaluation based on Chinese stock market},
author = {Ping Lin and Shaohui Ma and Robert Fildes},
year = {2024},
month = {March},
doi = {10.1016/j.eswa.2023.121927},
url = {https://doi.org/10.1016/j.eswa.2023.121927},
researchr = {https://researchr.org/publication/LinMF24},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {238},
number = {Part B},
pages = {121927},
}