The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment

This paper investigates whether and how the research reports issued by securities companies affect stock returns from the perspective of investor sentiment in China. By collecting research reports and investor comments from a popular Chinese investor community, i.e., East Money, we derive two indice...

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Bibliographic Details
Main Authors: Xiaohong Shen, Gaoshan Wang, Yue Wang
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/5049179
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