S Cockcroft, M Russell - Australian Accounting Review, 2018 - Wiley Online Library
We examine the research opportunities for the use of 'big data'in accounting and finance. The purpose of the study is to present a snapshot of big data academic research in …
Abstract Stock Price Prediction is one of the hot research topics in financial engineering, influenced by economic, social, and political factors. In the present stock market, the positive …
Opinion mining is considered as a subfield of natural language processing, information retrieval and text mining. Opinion mining is the process of extracting human thoughts and …
F Audrino, F Sigrist, D Ballinari - International Journal of Forecasting, 2020 - Elsevier
We analyze the impact of sentiment and attention variables on the stock market volatility by using a novel and extensive dataset that combines social media, news articles, information …
C Liang, L Wang, D Duong - Journal of Economic Behavior & Organization, 2024 - Elsevier
This paper aims to explore the impact of war attention on stock volatility predictability by constructing a new war attention index and employing an extended GARCH-MIDAS-ES …
M Costola, O Hinz, M Nofer, L Pelizzon - Research in International Business …, 2023 - Elsevier
The recent COVID-19 pandemic represents an unprecedented worldwide event to study the influence of related news on the financial markets, especially during the early stage of the …
GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia - Research in International …, 2022 - Elsevier
We propose multilayer networks, including an investor sentiment layer and a stock return layer, to study similarities and differences between investor sentiment connectedness and …
Y Huang, Y Gao, Y Gan, M Ye - Neurocomputing, 2021 - Elsevier
Financial data forecasting is conducive to get a better understanding of the future economic situation. Recently, variational mode decomposition (VMD) is introduced into the field of …
W Chen, CK Yeo, CT Lau, BS Lee - Data & Knowledge Engineering, 2018 - Elsevier
News from traditional media has been used to facilitate the prediction of stock movement for a long time. However, in recent times, online social networks (OSN) have played an …