| 标题 |
Measuring China's stock market sentiment
衡量中国股市情绪
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| 其它 |
Ｌｉ，Ｊ．，Ｙ．Ｃｈｅｎ，Ｙ．Ｓｈｅｎ，Ｊ．Ｗａｎｇ，Ｚ．Ｈｕａｎｇ，“Ｍｅａｓｕｒｉｎｇ Ｃｈｉｎａｓ Ｓｔｏｃｋ Ｍａｒｋｅｔ Ｓｅｎｔｉｍｅｎｔ”， Ｗｏｒｋｉｎｇ Ｐａｐｅｒ，２０１９．Abstract This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both conventional dictionary methods based on customized word lists and supervised machine-learning methods (support vector machine and convolutional neural network). The market-level textual sentiment index is constructed as the average of message-level sentiment scores, and the textual disagreement index is constructed as their dispersion. These textual measures allow us to test a range of predictions of classical behavioral asset-pricing models within a unified empirical setting. |
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cdercder
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遇上就这样吧
冰魂
余味
科研小民工
YifanWang
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路人
昏睡的蟠桃
核桃
Singularity
斯寜
andrele
铜锣湾小研仔
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