Market Sentiment, Investment Factor and Asset Pricing: Comparative Analysis Based on News and Social Media

Yinggang ZHOU, Chengwei TANG, Zhehui LIN

China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (3) : 567-587.

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China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (3) : 567-587. DOI: 10.12012/CJoE2024-0031

Market Sentiment, Investment Factor and Asset Pricing: Comparative Analysis Based on News and Social Media

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