Questions tagged [sentiment]
The sentiment tag has no summary.
5 questions
0 votes
0 answers
211 views
Volatility forecast, GARCH and/or HAR?
I am comparing 2 different sentiment datasets in predicting volatility, I would have 2 questions regarding this. 1, Does it make sense to use both GARCH and HAR models for this research to cover a ...
- 101
1 vote
0 answers
71 views
Question about the "VolZScore" in this article about applying the Boids algorith to equities to find flocking behavior
In this article, "Flocking behavior of US equities": https://www.cs.dartmouth.edu/~lorenzo/teaching/cs174/Archive/Winter2013/Projects/FinalReportWriteup/ira.r.jenkins.gr/final.html They use ...
- 113
2 votes
1 answer
271 views
How to identify Market Reversals?
In recent history, whenever there is a markets crash, we see a sudden market reversal. Some of the sharp reversals when the market changed direction suddenly are: May 2009 Last week of December 2018 ...
- 85
0 votes
1 answer
121 views
How to regard intraday volume in a sentiment study?
I am currently working on a sentiment study, which means I want to investigate the influence of sentiment on stock prices and trading volume. Regarding stock prices is relatively simple, I calculate ...
- 111
0 votes
1 answer
123 views
Literature recommendations regarding sentiment in the stock market
I plan to write a paper about the influence of investors sentiment on the stock market. I would like to look specifically at the question of what has an impact on what: does sentiment influence ...
- 111