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Journal articles on the topic 'Investor's sentiments'

Author: Grafiati

Published: 2 June 2025

Last updated: 31 July 2025

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1

Gurav, Uma, and Kotrappa S. "Predict Stock Market's Fluctuating Behaviour : Role of Investor's Sentiments on Stock Market performance." International Journal of Engineering Trends and Technology 68, no. 11 (2020): 72–80. http://dx.doi.org/10.14445/22315381/ijett-v68i11p209.

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Zhang, Gaowei, Lingyu Xu, and Lei Wang. "Sentiments classification in stock network public opinion space based on long-short memory convolution neural network." MATEC Web of Conferences 189 (2018): 10010. http://dx.doi.org/10.1051/matecconf/201818910010.

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Deep learning is used to deal with natural language processing problems. Some are based on phrases and some are based on words. This article is inspired by the pixel level in the CV world and therefore retrains the neural network from a character perspective. Neural networks do not need to know about word lookup table or word2vec in advance, and the knowledge of these words is often high-dimensional and it is difficult to apply to convolutional neural networks. In addition, our long-short term memory convolutional neural networks no longer need to know the syntax and semantics in advance. The

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Maknickiene, Nijole, Indre Lapinskaite, and Algirdas Maknickas. "Application of ensemble of recurrent neural networks for forecasting of stock market sentiments." Equilibrium 13, no. 1 (2018): 7–27. http://dx.doi.org/10.24136/eq.2018.001.

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Research background: Research and measurement of sentiments, and the integration of methods for sentiment analysis in forecasting models or trading strategies for financial markets are gaining increasing attention at present. The theories that claim it is difficult to predict the individual investor’s decision also claim that individual investors cause market instability due to their irrationality. The existing instability increases the need for scientific research.  Purpose of the article: This paper is dedicated to establishing a link between the individual investors’ behavior, which i

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Neves, Maria Elisabete Duarte. "Payout and firm’s catering." International Journal of Managerial Finance 14, no. 1 (2018): 2–22. http://dx.doi.org/10.1108/ijmf-03-2017-0055.

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Purpose The purpose of this paper is to investigate whether investor sentiments exert significant influence on corporate dividend policy. Additionally it provides further evidence on the moderating role of certain firm’s characteristics on the relation between dividends and investor sentiment. Design/methodology/approach A sample of 635 firms from 12 Eurozone countries for the period of 1986-2003 has been used. A dividend model has been suggested which incorporates a variable at the firm level that proxies for the catering effect, as a measure of investor sentiments. The estimation model of di

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Prasanna, Kumar Nishanth Arul Dominic Sayyid Shadil KMP Evan Shaji. "IMPACT OF COVID-19 ON STOCK MARKET VOLATILITY." International Journal of Advanced Scientific and Technical Research 15, no. 2 (2025): 72–85. https://doi.org/10.5281/zenodo.15541859.

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Abstract: The global pandemic caused by COVID–19 has adversely affected the economic sectors of countries universally. Indian financial markets also reacted to these disruptions, and sharp volatility was witnessed. This paper especially attempts to analyses the impact Covid-19 had on the Nifty 50 index with reference to the price movements it had across the three different phases: pre-pandemic, during, and post-pandemic. In this research, there are various things that are explored, like macroeconomic factors, investor sentiment, government policies, and external shocks, which influence t

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Ruchi and Rakesh Kumar. "Impact of Investor Sentiment on Stock Market Returns: Evidence from India." Asian Journal of Economics, Business and Accounting 25, no. 5 (2025): 35–42. https://doi.org/10.9734/ajeba/2025/v25i51782.

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Aims: Behavioral finance assumes that investors choose investments as on their varied opinions and sentiments about the market. This study tries to determine the impact of investor sentiment on stock market returns by constructing an Investor sentiment index for the Indian market. Methodology: The present study employs BSE Sensex- financial year returns of ten years, and the sample period ranges from 1 April 2014 to 31 March 2024. The Principal Component Technique is applied to form an investor sentiment index using seven separate market proxies. Results: The regression analysis's beta value o

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Sayim, Mustafa, and Hamid Rahman. "The relationship between individual investor sentiment, stock return and volatility." International Journal of Emerging Markets 10, no. 3 (2015): 504–20. http://dx.doi.org/10.1108/ijoem-07-2012-0060.

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Purpose – The purpose of this paper is to examine the impact of Turkish individual investor sentiment on the Istanbul Stock Exchange (ISE) and to investigate whether investor sentiment, stock return and volatility in Turkey are related. Design/methodology/approach – This study used the monthly Turkish Consumer Confidence Index, published by the Turkish Statistical Institute, as a proxy for individual investor sentiments. First, Turkish market fundamentals were regressed on investor sentiments in order to capture the effects of macroeconomic risk factors on investor sentiments. Then, it used th

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Gadde, Nishant. "Machine Learning for Real-Time Portfolio Rebalancing: A Novel Approach to Financial Optimization." International Journal for Research in Applied Science and Engineering Technology 12, no. 10 (2024): 19–23. http://dx.doi.org/10.22214/ijraset.2024.64375.

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Portfolio rebalancing is an important practice in finance, which keeps the asset allocations of an investor's portfolio in conformance with his or her risk tolerance and financial goals. Traditional rebalancing strategies are largely of a static nature, with rebalancing being periodically performed or when the portfolio valuations exceed fixed thresholds. Obviously, these methods do not take into consideration the dynamic and rapidly changing nature of financial markets, wherein the prices of various assets can change drastically due to macroeconomic events, market sentiments, and other factor

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Yahya, Farzan, Zhang Shaohua, Muhammad Waqas, and Zhengde Xiong. "COVID-Induced Investor Sentiments and Market Reaction under Extreme Meteorological Conditions: Evidence from Clean Energy Sector of Asia-Pacific." Problemy Ekorozwoju 16, no. 1 (2021): 7–15. http://dx.doi.org/10.35784/pe.2021.1.01.

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The unprecedented global economic and social crisis caused by the coronavirus outbreak has not spared the energy sector. Using a dynamic model, we investigated the effect of COVID-19 cases on investor sentiments and stock returns of clean energy in the Asian-Pacific region. The results show that coronavirus cases negatively affect stock returns using investor sentiments as a transmission channel. We also find a negative effect of air pollution on stock returns. Since COVID-19 restricted trade and plummeted the oil prices, economies relied on non-renewable sources to meet energy demands. Nevert

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Asgari, Heshmatollah, and Hamed Najafi. "The Linkage between Sentiments and Stock Market Dynamics New Evidence from Iran." Journal of Business Administration Research 9, no. 2 (2020): 29. http://dx.doi.org/10.5430/jbar.v9n2p29.

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In recent years, the issue of financial behaviour and the impact of investors’ sentiments on their decision making have become such a popular issue. The sentiments of financial activists affect the market price of financial assets and particularly stocks, and therefore it is included in the new pricing models of capital assets. In this article, we seek the effect of investors’ sentiments on the dynamics of the Iranian stock market (TSE). To do this, among the companies accepted in the stock market we select 120, considering the research criteria and screening method, we examined TSE specifics

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Liu, Wenwen, Jinyu Yang, Jingrui Chen, and Lei Xu. "How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China." SAGE Open 13, no. 1 (2023): 215824402311521. http://dx.doi.org/10.1177/21582440231152131.

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Using 34 products from China’s commodity futures market, this study examines the impact of social network attention and sentiment on its futures market returns. A machine learning text analysis algorithm was used to construct social network investor sentiment in consultation with three search volume indices. We find that: social network sentiment is a good predictor of commodity futures returns, investor attention has a significant positive impact on returns and absolute returns, and the Baidu index is better at forecasting returns than the Sogou and 360 indices. In addition, we examine how so

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Majid, Safyan, Muhammad Awais, and Javed Iqbal. "Information Asymmetry and Analyst Forecast in Market-Wide Investor Sentiment." Global Economics Review VII, no. II (2022): 45–57. http://dx.doi.org/10.31703/ger.2022(vii-ii).05.

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This study investigates the role of market-wide investor sentiment on the level of information asymmetry and analyst forecast error. The role of market-wide investor sentiments in the valuation and forecasts by analysts is still uncertain. In addition to this, the role of market-wide investor sentiment in influencing information asymmetry between the market participants is a pertinent question. This study attempts to close this gap by answering the impact of market-wide investor sentiment on information asymmetry and analyst forecasting dispersion. The study utilized the data of public listed

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Andleeb, Rameeza, and Arshad Hassan. "Predictive effect of investor sentiment on current and future returns in emerging equity markets." PLOS ONE 18, no. 5 (2023): e0281523. http://dx.doi.org/10.1371/journal.pone.0281523.

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This study uses Non-linear Predictive Regression Analysis to analyze the effect of investor sentiment on the returns of the selected developing equity markets, including Brazil, South Africa, Indonesia, India, China, Russia, and Pakistan. The Principal Component Analysis is applied to construct an Investor Sentiment Index. In most selected countries, investor sentiment substantially affects contemporaneous market returns, and this effect remains persistent in the short term. However, it becomes less prominent over time. It suggests that stakeholders should give importance to the investors’ sen

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Wang, Ziheng. "Investor Sentiment and The Stock Market." Highlights in Business, Economics and Management 21 (December 12, 2023): 346–51. http://dx.doi.org/10.54097/hbem.v21i.14424.

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Investor sentiment wields substantial influence within the stock market, reflecting emotional states and beliefs held by investors, encompassing optimism, pessimism, and fear. As attention to its impact surges, the interplay of sentiment, trading decisions, stock prices, and trading volumes gains prominence. This paper examines investor sentiment's mechanisms, exploring its distinct forms and transmission channels, and highlights its critical role in shaping market expectations. Optimistic sentiment fosters a belief in market upswings, potentially leading to over investment and market bubbles.

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Cui, Jiayi, Qian Wei, and Xiang Gao. "How Retail vs. Institutional Investor Sentiment Differ in Affecting Chinese Stock Returns?" Journal of Risk and Financial Management 18, no. 2 (2025): 95. https://doi.org/10.3390/jrfm18020095.

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This paper evaluates the impact of retail investors’ bullish sentiment in comparison to that of financial institutions on the return of Chinese CSI 300 index stocks over the period of 2015 to 2023. We document several regularities. First, the stronger the retail (institutional) investors’ bullish sentiment, the lower (higher) the stock returns, and such contrasting associations hold after an array of robustness tests. Second, mechanism test results show that the retail and institutional investor sentiments affect stock returns mainly by influencing the analysts’ attention and the equity liquid

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Mahani, Aestikani, and Hendro Margono. "Prediksi Sentimen Investor Pasar Modal Di Jejaring Sosial Menggunakan Text Mining." BALANCE: Economic, Business, Management and Accounting Journal 18, no. 2 (2021): 32. http://dx.doi.org/10.30651/blc.v18i2.7226.

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The decline in optimism for capital market investors is one of the financial impacts on the business world that arose from the SARS-COVID19 pandemic. This event was reflected in a decrease in trading volume followed by a sharp drop in the JCI on the Indonesia Stock Exchange starting March 2020. Thus, a slowdown in the economic recovery resulting from the pandemic is reflected in investor sentiment in the capital market. On the one hand, the rapid development of the internet in Indonesia has triggered the investor's activities in the information searching prior buy and sell securities, mostly u

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Dubey, Priti, and Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective." South Asia Economic Journal 21, no. 2 (2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.

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This article aims to find out interlinkages between equity and commodity markets through the channel of investors’ outlook in the equity market. The proxies used for gauging perception of investors are investor sentiment index and Advance–Decline ratio. The study also incorporates the introduction of Commodity Transaction Tax (CTT) and occurrence of National Spot Exchange Limited (NSEL) scam in the year 2013. Additionally, returns in commodity market are examined to be a function of equity returns. The empirical findings suggest that the liquidity of commodity futures is inversely related to i

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Yang, Wenqi, Chenzi Yang, Bing Yang, and Guoqiang Feng. "Time-Varying Research on Investors’ Trading Psychology Rational and Irrational Market Sentiment Based on the Perspective of 5G Networks and Information Economics." Wireless Communications and Mobile Computing 2022 (February 25, 2022): 1–11. http://dx.doi.org/10.1155/2022/3594213.

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Amid the ongoing rapid digitalization, consistent advancements in technologies such as 5G have become crucial. The demand for 5G technologies is expected to surge owing to the continued hybrid work culture, and 5G stock will emerge from the stocks of older tech and telecom companies. However, the COVID-19 epidemic continues to spread globally, causing a major impact on China’s macroeconomy and the stock market. It has a significant impact on the trading behavior of investors in 5G stock. Based on the framework of information economics and 5G Networks, we use the TVP-VAR model to empirically an

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Manuel Nogueira Reis, Pedro, Antonio Pedro Soares Pinto, and Andre Guimaraes. "The influence of consumer, manager, and investor sentiment on US stock market returns." Investment Management and Financial Innovations 22, no. 1 (2025): 231–56. https://doi.org/10.21511/imfi.22(1).2025.18.

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This study examines how consumer, investor, and manager sentiment explain US stock excess returns over 23 years. Its novelty resides in integrating the sentiments of three different types of economic and financial agents. It also performs a segmented temporal analysis using rolling window techniques, to assess sentiment’s impact across different time horizons. The empirical analysis utilizes the Paris-Winsten and Newey-West estimators, along with the ARMAX model to address autocorrelation and heteroscedasticity in linear regression, providing robust standard errors and reliable statistical inf

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Rehman, Mobeen Ur, and Nicholas Apergis. "Do global sentiment shocks spillover towards emerging and frontier markets?" Journal of Economic Studies 47, no. 3 (2020): 433–65. http://dx.doi.org/10.1108/jes-12-2018-0418.

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PurposeThis study aims to investigate the impact of sentiment shocks based on US investor sentiments, bearish and bullish market conditions. Earlier studies, though very few, only consider the effect of investor sentiments on stock returns of emerging frontier Asian (EFA) markets.Design/methodology/approachThis study uses the application of regime switching model because of its capability to explore time-varying causality across different regimes unlike traditional linear models. The Markov regime switching model uses regime switching probabilities for capturing the potential asymmetries or no

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Irwaningtyas, Maulidya Firdaus, Puji Sucia Sukmaningrum, and Sulistya Rusgianto. "Investor Sentiments, the COVID-19 Pandemic and Islamic Stock Return Volatility in Indonesia." ISRA International Journal of Islamic Finance 15, no. 3 (2023): 100–114. http://dx.doi.org/10.55188/ijif.v15i3.613.

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Purpose — This study aims to investigate the effect of investor sentiments, as measured by the Consumer Confidence Index (CCI), and the impact of COVID-19 on Islamic stock return volatility proxied by the Indonesia Sharia Stock Index (ISSI). Design/Methodology/Approach — This study employs the GARCH (1,1) model to test the impact of investor sentiments and COVID-19 on the volatility of Islamic stock returns using monthly data from July 2011 to December 2021. Findings — The findings of this study indicate that investor sentiments negatively impact the volatility of Islamic stock ret

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Banchit, Azilawati, Sazali Abidin, Sophyafadeth Lim, and Fareiny Morni. "Investor Sentiment, Portfolio Returns, and Macroeconomic Variables." Journal of Risk and Financial Management 13, no. 11 (2020): 259. http://dx.doi.org/10.3390/jrfm13110259.

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Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset’s intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the paper to further study and compare the effects of investor sentiment on performance returns. Aggregate and cross-sectional effects, as well as predictive regression analysis to forecast the relationships, while controlling for the macroeconomic variables, are used by employing Consumer Confidence Index (CCI)

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Afshan Ali. "A STUDY ON FINANCIAL LITERACY, INVESTORS’ SENTIMENT, AND FINANCING DECISIONS WITH THE MODERATING ROLE OF INVESTORS’ EXPERIENCE: EVIDENCE FROM PAKISTAN." ASIAN BULLETIN OF ONLINE EDUCATION AND E-LEARNING 1, no. 1 (2021): 38–54. http://dx.doi.org/10.61866/aboeel.v1i1.19.

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This study is unique to explore the impact of investor sentiments and financial literacy on the investment decision of investors with the moderating role of experience. In this relationship, the age and education of the investors are taken as control variables for getting efficient results. Therefore, empirical research is conducted to understand the behavioral pattern of individuals which can stabilize their investment decisions in an emerging market context such as Pakistan. In this study, we incorporate the theoretical perspective of cogitative psychology with investment decisions. For this

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Fayyazi, Hadi, and Rasoul Goshtasbi Maharlouei. "RELATIONSHIP BETWEEN INVESTORS SENTIMENT INDEX WITH FIRST AND SECOND MARKET INDEXES IN TEHRAN STOCK EXCHANGE (TSE)." Ciência e Natura 37 (September 14, 2015): 16. http://dx.doi.org/10.5902/2179460x19424.

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http://dx.doi.org/10.5902/2179460X19424The process of being affected of the investors in decision making from their sentiment has been considered in many recent researches in the field of the financial assets pricing. Some authors suggest that shifts in investor sentiment may in some instances better explain shortterm movement in asset prices than any other set of fundamental factors. The present study tries to investigate the relation between the investors sentiment index and First and Second Market Indexes in Tehran Stock Exchange Market. This paper, an index was used in order to measure the

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Trichilli, Yousra, Mouna Boujelbène Abbes, and Afif Masmoudi. "Predicting the effect of Googling investor sentiment on Islamic stock market returns." International Journal of Islamic and Middle Eastern Finance and Management 13, no. 2 (2020): 165–93. http://dx.doi.org/10.1108/imefm-07-2018-0218.

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Purpose The purpose of this paper is to evaluate the capability of the hidden Markov model using Googling investors’ sentiments to predict the dynamics of Islamic indexes’ returns in the Middle East and North Africa (MENA) financial markets from 2004 to 2018. Design/methodology/approach The authors propose a hidden Markov model based on the transition matrix to apprehend the relationship between investor’s sentiment and Islamic index returns. The proposed model facilitates capturing the uncertainties in Islamic market indexes and the possible effects of the dynamics of Islamic market on the pe

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Babarinde, Gbenga Festus, Olusegun Adegoke Adewusi, Tajudeen Idera Abdulmajeed, and Yusuf Hassan Haziel. "Investors' Sentiment in The Nigerian Stock Market: Does Covid-19 Matter?" International Journal of Accounting and Business Society 30, no. 2 (2022): 265–94. http://dx.doi.org/10.21776/ijabs.2022.30.2.688.

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Purpose: Past studies have focused on psychological and macroeconomic factors as determinants of investor sentiment. However, the 2019 novel coronavirus disease (COVID-19) outbreak has raised the need to determine whether the pandemic shapes investors' sentiment. Hence, this research aims to examine the role of COVID-19 in shaping investors' sentiment in the Nigerian capital market. Methodology: In determining whether COVID-19 matters or not in shaping investor sentiment in the Nigerian capital market, this study applied the Vector Error Correction Model (VECM) and Pearson correlation techniqu

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Ali, Mohsin. "A Study on Financial Literacy, Investors’ Sentiment, and Financing Decisions with the Moderating Role of Investors’ Experience: Evidence from Pakistan." Asian Bulletin of Contemporary Issues in Economics and Finance 3, no. 1 (2023): 15–32. http://dx.doi.org/10.62019/abcief.v3i1.34.

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This study ventures into uncharted territory by delving into the distinctive interplay between investor sentiments, financial literacy, and investment decisions, all while considering the moderating influence of investors' experience. To enhance the precision of our findings, the study incorporates age and education of investors as control variables in this intricate relationship. Therefore, empirical research is conducted to understand the behavioral pattern of individuals which can stabilize their investment decisions in an emerging market context such as Pakistan. In this study, we intertwi

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Hoang, Thuy Thi. "Relationship between investor sentiment and Corporate investment activities on the stock market: Seeing from empirical Research." Journal of Mining and Earth Sciences 61, no. 5 (2020): 39–46. http://dx.doi.org/10.46326/jmes.ktqtkd2020.06.

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Investor sentiment is a sentimental factor, so in existing empirical studies there exist many different methods to measure the depiction of investor sentiment. The methods of designing indicators to measure investor sentiment for the whole stock market, there are no separate studies for investors according to specific industries of the business. Existing empirical studies in other countries show that investor sentiment affects investment activities of enterprises by two ways: The path of The catering theory and the theoretical path Theory of optimism”. The research results are still different.

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Shleifer, Andrei, and Lawrence H. Summers. "The Noise Trader Approach to Finance." Journal of Economic Perspectives 4, no. 2 (1990): 19–33. http://dx.doi.org/10.1257/jep.4.2.19.

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This paper reviews an alternative to the efficient markets approach that we and others have recently pursued. Our approach rests on two assumptions. First, some investors are not fully rational and their demand for risky assets is affected by their beliefs or sentiments that are not fully justified by fundamental news. Second, arbitrage—defined as trading by fully rational investors not subject to such sentiment—is risky and therefore limited. The two assumptions together imply that changes in investor sentiment are not fully countered by arbitrageurs and so affect security returns. We argue t

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N. Kamath, Aditi, Sandeep S. Shenoy, Abhilash, and Subrahmanya Kumar N. "Impact of personality traits on investment decision-making: Mediating role of investor sentiment in India." Investment Management and Financial Innovations 20, no. 3 (2023): 200–211. http://dx.doi.org/10.21511/imfi.20(3).2023.17.

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The behavior of investors and their investment decision-making process in the financial markets are guided by psychological (sentiments) and personal characteristics (personality traits). Research in recent years has shown the connection between investor sentiment and personality traits and investment decisions. Though academic works in the field of behavioral finance are growing, studies on personality traits and investment decision-making with investor sentiment as a mediator are sparse. To this end, the paper aims to analyze the effects of Indian retail investors’ Big-five personality trait

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Su, Huanhao. "Investor Sentiment: How It Drives Stock Returns." Applied Economics and Finance 12, no. 1 (2025): 34. https://doi.org/10.11114/aef.v12i1.7528.

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As investors become more involved in financial markets, the “rational person” assumption of traditional finance theory is facing challenges. And the rise of behavioral finance has made investor sentiment the central topic of research. This article seeks to explore how investor sentiment influences stock returns and systematically examine this issue from three different perspectives: firstly, analyze the multidimensional factors that affect investor sentiment, including individual level, stock level, and environmental level; secondly, we will analyze investor sentiment’s impacts on stock return

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Wang, Heyuan, Tengjiao Wang, and Yi Li. "Incorporating Expert-Based Investment Opinion Signals in Stock Prediction: A Deep Learning Framework." Proceedings of the AAAI Conference on Artificial Intelligence 34, no. 01 (2020): 971–78. http://dx.doi.org/10.1609/aaai.v34i01.5445.

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Investment messages published on social media platforms are highly valuable for stock prediction. Most previous work regards overall message sentiments as forecast indicators and relies on shallow features (bag-of-words, noun phrases, etc.) to determine the investment opinion signals. These methods neither capture the time-sensitive and target-aware characteristics of stock investment reviews, nor consider the impact of investor's reliability. In this study, we provide an in-depth analysis of public stock reviews and their application in stock movement prediction. Specifically, we propose a no

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Verma, Rahul, Gökçe Soydemir, and Tzu-Man Huang. "Are smart beta funds really smart? Evidence from rational and quasi-rational investor sentiment data." Review of Behavioral Finance 12, no. 2 (2019): 97–118. http://dx.doi.org/10.1108/rbf-08-2018-0084.

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Purpose The purpose of this paper is to examine the relative effects of rational and quasi-rational sentiments of individual and institutional investors on a set of smart beta fund returns. The magnitudes of the impacts of institutional investor sentiments are greater than those of individual investor sentiments. In addition, both rational and quasi-rational sentiments of individual and institutional investors have significant impacts on smart beta fund returns. The magnitudes of the impacts of quasi-rational sentiments are greater than those of the rational sentiments for both types of invest

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Zhang, Ling, Chao Ge, and Wun-Hong Su. "Auditing Quality, Investor Sentiment and Earnings Response---Evidence from the Chinese A-Share Market." Accounting and Finance Research 7, no. 2 (2018): 110. http://dx.doi.org/10.5430/afr.v7n2p110.

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The purpose of this study is to investigate whether auditing quality mitigates the impact of the investor’s sentiment on share market response to earnings news. Auditing quality involves auditor reputation quality and auditor implicit quality. The high-quality of auditing work can not only enhance the investors’ confidence, but also reduce the transaction costs. Using 12,345 observations from the Chinese A-share market over the period 2007 to 2014, the empirical results demonstrate that the different auditing quality signals generate the distinct influences on the investors. Specifically: (1)

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Kang, Sang Hoon. "Study on the Impact of COVID-19 response polices on global stock markets." Korean Data Analysis Society 25, no. 3 (2023): 1047–57. http://dx.doi.org/10.37727/jkdas.2023.25.3.1047.

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This paper investigates the impact of COVID-19 global fear index and government response index on the returns an volatiles of stock markets. Applying the panel data regression, this paper utilizes the COVID-19 confirmed cases and deaths, and the government response indices. This paper finds several empirical results. First, the government response index has a negative impact on the returns of stock markets. This finding indicates that pessimistic investors lead to fall the stock returns down. Second, COVID-19 fear index intensifies the uncertainty of stock markets with a increase in volatiliti

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Wang, Zhihan. "Investor Sentiment and Stock Market Performance in the Big Data Environment." Advances in Economics, Management and Political Sciences 139, no. 1 (2024): 69–76. https://doi.org/10.54254/2754-1169/2024.19313.

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This study investigates the influence of social media sentiment on stock market performance by analyzing investor comments on the Snowball platform for Yunnan Baiyao (00538.SZ) and CICC (601995.SH) (China International Capital Corporation) between July and September 2024. Using web-scraping technology and sentiment analysis, the research categorizes comments into positive, neutral, or negative, applying regression models to investigate the relationship between the number of posts reflecting investor sentiment and stock trading performance, while controlling for variables such as company assets

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Chen, Xi, KONG U. IAN, and Yi Qu. "Comparative Research on the Relationship between Investor Sentiment and Stock Price during COVID-19 Pandemic and Russian-Ukrainian War." BCP Business & Management 32 (November 22, 2022): 407–17. http://dx.doi.org/10.54691/bcpbm.v32i.2960.

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The current world is significantly influenced by the Russia-Ukraine war and the Covid-19 epidemic. This paper explores the relationship between investor sentiment and stock price during the Russian-Ukrainian war and the COVID-19 pandemic, which is currently a research hotspot in the academic field. First, we choose the data of Shanghai and Shenzhen 300 index and use the principal component analysis (PCA) methodology to determine the investor sentiment index; Second, this paper uses the commonly time series model, i.e., VAR model to conduct the empirical research to make a comprehensively inves

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Akande, Joseph Olorunfemi. "Sentiments, COVID-19, and the motivations for pro-forma earnings management in South Africa." International Journal of Applied Economics, Finance and Accounting 21, no. 1 (2024): 28–41. https://doi.org/10.33094/ijaefa.v21i1.2043.

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Researchers have identified investor sentiment as influencing corporate decisions. Prior studies focus on its influence on stocks, investment, and corporate financing. This study restricts the sample to the financial-crisis-free periods (2012–2021) and explores how sentiments, pandemics, and other potential firm-level factors motivate earnings management in South Africa. The earnings management is measured based on the Jones model’s (modified Jones) discretionary accruals for the main (robustness) analysis, and the difference in price-earnings ratio index of sentiment was applied. The evidence

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Upreti, Kamal, Anmol Kapoor, Akhilesh Tiwari, et al. "Discrete financial in sentimental analysis using exploring patterns and trends." Journal of Discrete Mathematical Sciences and Cryptography 27, no. 7 (2024): 2053–65. http://dx.doi.org/10.47974/jdmsc-2079.

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In today’s rapidly evolving financial environment, it’s crucial for investors and decision-makers to effectively analyze stakeholder communications to gain valuable insights. This research conducts a comprehensive evaluation of a range of models that utilize machine learning, such as CNN (Convolutional Neural Network), LR (Logistic Regression), Doc2vec, and LSTM (Long Short-Term Memory), to determine their efficacy in interpreting investor’s sentiments and predicting business assessments and trading dynamics. The justification for preferring deep neural architectures compared to conventional d

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Jin, Congjun, Rongzheng Liu, Bangfeng Tang, and Bokun Cai. "Predict FTSE100 Stock Movements Using Business News Sentiment and Machine Learning." Theoretical and Natural Science 2, no. 1 (2023): 50–55. http://dx.doi.org/10.54254/2753-8818/2/20220148.

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In order for investors to maximize their benefit by having better forecasts of the complex dynamics of the stock market, there are many factors that affect the stock market, from a company's financial ratios to investor sentiment and reactions to financial news. This project aims to collect UK business news from the Guardian and uses NLP techniques to transform unstructured text data into usable structured sentiment data to predict the movement of the FTSE100 index. The program uses two different libraries TEXTBLOB and VADER to extract sentiments from both the headlines and main bodies of the

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Eman Alasmari, Fahd Saleh Alotaibi. "Sentiments Analysis Prediction of The Arabic Stock-Market News Based on Machine- and Deep-Learning Approaches." Journal of Information Systems Engineering and Management 10, no. 10s (2025): 806–25. https://doi.org/10.52783/jisem.v10i10s.1531.

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Stock market prediction of companies is a vital interest for financial analysts, investors, and other competitors. There is difficulty in predicting the future status of the companies' stocks. However, stock market behavior depends on the polarity prediction classification. Therefore, it is essential to use sentiment analysis to study attention indicators for stock market behavior in the news. Sentiment analysis (SA) can be used to extract public sentiments from stock news microblog platforms. Previous studies used machine learning (ML) algorithms to classify Arabic stock news into positive, n

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Irum Saba, Maria Shams Khakwani, Rehana Kouser, and Abdul Wahab. "Investor Sentiments and Trading Volume’s Asymmetric Response: a Non-linear ARDL Approach Tested in PSX." Journal of Accounting and Finance in Emerging Economies 5, no. 1 (2019): 47–56. http://dx.doi.org/10.26710/jafee.v5i1.720.

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The research paper entitled “Investor sentiments and trading volume’s asymmetric response: A non linear ARDL approach tested in PSX” is an attempt to investigate the dynamic linkages between trading volume and investor sentiments for Pakistan Stock Exchange (PSX) 100 index. Two sentiments indicators have been used to enlighten the linkages. These indicators are overconfidence and net optimism and pessimism. Trading volume has been used as a proxy for the measurement of market liquidity. Non-Linear Asymmetric Autoregressive Distributed Lag (NARDL) as well as Dynamic Conditional Correlation (DCC

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Dash, A. S., and U. Mishra. "Sentiment Analysis using Machine learning for forecasting Indian stock Trend: A brief Survey." Finance: Theory and Practice 27, no. 6 (2023): 136–47. http://dx.doi.org/10.26794/2587-5671-2023-27-6-136-147.

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Due to new technical advances, the machine can think as a person-investor and express its reaction to readily available financial information. Forecasting models for the Indian stock market can be developed based on the analysis of these sentiments. The purpose of the study is to identify gaps in existing approaches to the analysis of sentiments and models of forecasting trends in the Indian stock market, which can improve the accuracy of the prediction of the dynamics of Indian stocks. The paper presents an overview of the literature on the analysis of sentiments of financial information usin

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Hussain, Shahid. "The Sentimental Influence of Investors on Investment Decision Making." Journal of Finance and Accounting Research 3, no. 1 (2021): 85–100. http://dx.doi.org/10.32350/jfar.0301.05.

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The study explores the impact of investor’s sentiments on individual investment decision making in the stock exchange of Pakistan. It illustrate a broad range of factors that are usually unseen during the decision making process although the fact that they have a huge influence on their course of action. There are number of factors that are the cause of investor’s overall attitude and sentiments. These factors like religion, overconfidence, affect heuristics, demographic variables etc. Some of these factors impact negatively on an investment decision of an investor but at the same time others

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Vadlamannati, Krishna Chaitanya. "Can IMF program design resurrect investor sentiment? An empirical investigation." Business and Politics 22, no. 2 (2019): 339–82. http://dx.doi.org/10.1017/bap.2019.16.

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AbstractDoes international investor sentiment improve when a crises-ridden country participates in an International Monetary Fund (IMF) program? I argue that merely participating in an IMF program may not revive the sentiments of investors. Rather, investor sentiment would improve when governments enhance the credibility of their commitment to reforms by accepting severe conditions imposed by the IMF, which incur ex ante and ex post political costs. Using panel data on 166 countries during the 1992–2013 period (twenty-two years), I find that countries participating in IMF programs, with condit

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Lai, Yiyou. "Unraveling Retail Investor Sentiment and Its Role in Stock Market Volatility." Advances in Economics, Management and Political Sciences 195, no. 1 (2025): 39–46. https://doi.org/10.54254/2754-1169/2025.bl24585.

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This study delves into the intricate relationship between retail investor sentiment and stock market volatility through the lens of behavioral finance. The massive spread of social media platforms including Twitter and Reddit during modern times has led to retail investor behavioral biases such as herding and overreacting which today significantly affect market movements. The research uses the literature review approach as its primary method but it mainly presents previous research findings in addition to explanation of theoretical frameworks and investigation methods. Once negative retail mar

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Yu, Haoran. "The Impact of Technology Attention and Investors on Stock Returns: Taking Science and Technology Innovation Board Company as an Example." Academic Journal of Management and Social Sciences 4, no. 2 (2023): 84–92. http://dx.doi.org/10.54097/ajmss.v4i2.12224.

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Since the fourth anniversary of the opening of the Science and Technology Innovation Board, the number of listed companies on the board has reached 546, with a total fundraising amount of 858.242-billion-yuan, accounting for 42% of the total domestic A-share financing during the same period. The stock return on the Science and Technology Innovation Board has become a topic of concern for investors. This article uses indirect indicators from 2021 to 2023, and uses principal component analysis to construct investor attention and investor sentiment indicators. By using panel analysis, it is found

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Serly Setyani. "Multi Aspect Sentiment Analysis of Mutual Funds Investment App Bibit Using BERT Method." International Journal on Information and Communication Technology (IJoICT) 9, no. 1 (2023): 44–56. http://dx.doi.org/10.21108/ijoict.v9i1.718.

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With the rapid development of technology, an investor no longer needs to visit investment companies to make investments. Investors can conduct all investment transactions through their smartphone screens. Bibit is one investment application that can help investors invest in mutual funds. There are many reviews given by users every day, therefore, aspect-based sentiment analysis is needed to identify the aspects and sentiments of users from each review. BERT is one popular text classification method that currently has good performance. Therefore, aspect-based sentiment analysis will be carried

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Lun Lui, Li, Zhi Bo Zhong, John Francis Diaz, and Fei Hsuing Fan. "INFLUENCE OF INVESTOR SENTIMENT, CHARACTERISTICS, AND INFORMATION SEQUENCE ON STOCK INVESTMENT DECISION: EVIDENCE FROM THE TAIWANESE MARKET." Labuan Bulletin of International Business and Finance (LBIBF) 16 (November 30, 2018): 25–35. http://dx.doi.org/10.51200/lbibf.v16i.1640.

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This research investigates the influence of sentiment, personal characteristics, and information sequence on the investing behaviour of non-professional investorsâ€™ in the Taiwanese stock market. Utilising ANOVA and T-test methods on questionnaires, empirical results suggest that investor sentiment on picking stocks is affected by economic and financial market forecasts. Also, investors tend to overreact on both positive and negative information resulting in over- and under-valuation in stock prices, respectively. Regarding personal characteristics, optimistic investors are inclined to overre

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Shen, Chaohai, Bingquan Fang, and Xiaolan Zhou. "The Relationship between Corporate Sustainable Development Performance, Investor Sentiment, and Managerial Overconfidence." Sustainability 14, no. 17 (2022): 10606. http://dx.doi.org/10.3390/su141710606.

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In the post-pandemic era, companies are facing challenges in their business development and may pay fewer attention to their sustainable development performance, whereas the investors are looking for better corporate sustainable development. Using a sample of Chinese listed companies during 2010–2018, this paper empirically examines the relation between corporate sustainable development performance, investor sentiment, and managerial overconfidence with econometric tools such as panel data regression and S-GMM estimation. Three kinds of corporate sustainable development activities as measured

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