Advances in Computational Social Science: The Fourth World Congress
Advances in Computational Social Science: The Fourth World Congress
Our aim is to develop a new factor for stock bulletin board system (BBS) postings that is different from our bullish-bearish model (BMB) factor. In our previous study, the content of stock BBS postings was classified into two cateories i.e., bullish postings and bearish postings, and our BMB factor is based on these categories. The results of recent studies suggest that the content of stock BBS postings may be represented by employing more than one index. To develop new factors on the basis of the principal component analysis to analyze the content of stock BBS postings. As a result, we find candidates for new factors that can explain stock returns.
Tai, Chung-Ching
b3370b23-7410-4254-99bc-6711046e1095
Chen, Shu-Heng
13f75ac4-9eeb-4601-b72a-edb0784d112b
Terano, Takao
169a499e-3716-410d-a074-89553cd348ec
Yamamoto, Ryuichi
e8bd4c60-f357-4b97-9a21-a1bc031befe4
2014
Tai, Chung-Ching
b3370b23-7410-4254-99bc-6711046e1095
Chen, Shu-Heng
13f75ac4-9eeb-4601-b72a-edb0784d112b
Terano, Takao
169a499e-3716-410d-a074-89553cd348ec
Yamamoto, Ryuichi
e8bd4c60-f357-4b97-9a21-a1bc031befe4
Tai, Chung-Ching, Chen, Shu-Heng, Terano, Takao and Yamamoto, Ryuichi
(eds.)
(2014)
Advances in Computational Social Science: The Fourth World Congress
,
Springer, 382pp.
Abstract
Our aim is to develop a new factor for stock bulletin board system (BBS) postings that is different from our bullish-bearish model (BMB) factor. In our previous study, the content of stock BBS postings was classified into two cateories i.e., bullish postings and bearish postings, and our BMB factor is based on these categories. The results of recent studies suggest that the content of stock BBS postings may be represented by employing more than one index. To develop new factors on the basis of the principal component analysis to analyze the content of stock BBS postings. As a result, we find candidates for new factors that can explain stock returns.
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Published date: 2014
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Local EPrints ID: 467526
URI: http://eprints.soton.ac.uk/id/eprint/467526
PURE UUID: f0b176da-56f8-4bed-b7e4-204f4effb6c3
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Date deposited: 12 Jul 2022 16:38
Last modified: 08 Dec 2023 02:57
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Contributors
Editor:
Shu-Heng Chen
Editor:
Takao Terano
Editor:
Ryuichi Yamamoto
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