Weibo Attention and Stock Market Performance: Some Empirical Evidence

In this paper, we employ Weibo Index as the proxy for investor attention and analyze the relationships between investor attention and stock market performance, i.e., trading volume, return, and volatility. The empirical results firstly show that Weibo attention is positively related to trading volum...

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Bibliographic Details
Main Authors: Minghua Dong, Xiong Xiong, Xiao Li, Dehua Shen
Format: Article
Language:English
Published: Hindawi-Wiley 2018-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2018/9571848