Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market

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• 作者：Kun Guo^a ; ^b ; ^c ; Yi Sun^b ; ^{suny@ucas.ac.cn} ; Xin Qian^d
• 关键词：Investor sentiment ; Thermal optimal path ; Stock market ; Dynamic analysis
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 March 2017
• 年：2017
• 卷：469
• 期：Complete
• 页码：390-396
• 全文大小：806 K
• 卷排序：469

文摘

Investor sentiment data is obtained through user comments. TOP methods are used to explore the dynamic lead–lag relationship. Investor sentiment can be used to predict the stock price sometimes.