基于推特情感分析预测股指回报率
Journal: Economics DOI: 10.12238/ej.v7i6.1611
Abstract
随着互联网经济的发展,互联网评论渗透在人们生活的方方面面。为了研究Twitter上关于新能源汽车的大量评论情绪是否是TESLA的股价波动产生的原因, 本论文假设从Twitter收集到的用户情绪数据与TESLA股票市场价格相关。并采取CS新能车指数399976和Twitter上的关于新能源汽车的评论情绪数据与CS新能源车指数的股价数据进行格兰杰因果检验。研究结果表明中国投资者情绪是指数价格变化的主要原因,且投资者对新能源汽车指数的正面冲击是短期的,长期来看情绪对股票价格的影响将会消失。
Keywords
股价预测；情绪分析；行为金融学
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