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Online Stock Forum Sentiment Analysis

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Enterprise Risk Management in Finance

Abstract

Over the past few decades, behavior finance and risk management have attracted a great deal of attention from both researchers and practitioners seeking to explain investor sentiment behavior, risk and loss perceptions, factors affecting investment strategy and investor behavior related to ongoing market trends.1

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Notes

  1. B. Watkins (2003) ‘Riding the wave of sentiment: an analysis of return consistency as a predictor of future returns,’ Journal of Behavioral Finance, 4 (4): 191–200.

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  2. W. Antweiler, M. Frank (2004) ‘Is all that talk just noise? The information content of internet stock message boards,’ Journal of Finance, 59 (3): 1259–1295.

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  3. R.F. Engle (1982) ‘Autoregressive conditional heteroscedasticity with estimates of variance of United Kingdom inflation,’ Econometrica, 50: 987–1008.

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  5. W. Chan (2003) ‘Stock price reaction to news and no-news: drift and reversal after headlines,’ Journal of Financial Economics, 70: 223–260.

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  6. M. Baker, J. Wurgler (2006) ‘Investor sentiment and the cross-section of stock returns,’ Journal of Finance, 61 (4): 1645–1680.

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  7. J. Seigel (2002) Stocks for the Long Run. 3rd ed. McGraw-Hill.

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  8. D. Bathia, D. Bredin (2012) ‘An examination of investor sentiment effect on G7 stock market returns,’ European Journal of Finance, DOI:10.1080/1351847X.2011.636834.

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Author information

Authors and Affiliations

  1. Stockholm Business School, Sweden RiskLab, Stockholm University, Sweden

    Desheng Dash Wu

  2. University of Toronto, Canada

    Desheng Dash Wu

  3. College of Business Administration, University of Nebraska, USA

    David L. Olson

Authors
  1. Desheng Dash Wu
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  2. David L. Olson
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© 2015 Desheng Dash Wu and David L. Olson

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Wu, D.D., Olson, D.L. (2015). Online Stock Forum Sentiment Analysis. In: Enterprise Risk Management in Finance. Palgrave Macmillan, London. https://doi.org/10.1057/9781137466297_6

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