A growing body of research and practical applications employ social media data as the
proxy for a complex behavior of a society. This paper provides an overview of academic …

In this paper, we propose a robust methodology to assess the value of microblogging data to
forecast stock market variables: returns, volatility and trading volume of diverse indices and …

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 …

Research question The relationship between government and enterprise has attracted
extensive attention. Under the increasingly severe requirement of sustainable development …

There are several commercial financial expert systems that can be used for trading on the
stock exchange. However, their predictions are somewhat limited since they primarily rely on …

Motivated by the risen linkage between events and Bitcoin return, this paper first defines
Bitcoin-related events (BREs) based on the change points analysis and then divides these …

What is the role of social interactions in the creation of price bubbles? Answering this
question requires obtaining collective behavioural traces generated by the activity of a large …

Social media commentary, satellite imagery and GPS data are a part of 'alternative data', that
is, data that originate outside of the standard repertoire of market data but are considered …

In this paper we investigate the complex relationship between tweet board literature (like
bullishness, volume, agreement etc) with the financial market instruments (like volatility …

This paper examines the relationship between investor sentiment and the volatility of
China's stock markets. We use the data from Baidu, China's leading search engine, for …