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Analyzing market performance via social media： a case study of a banking industry crisis
Ist Teil von
Science China. Information sciences, 2014-05, Vol.57 (5), p.29-46
Ort / Verlag
Heidelberg: Science China Press
Erscheinungsjahr
2014
Link zum Volltext
Quelle
SpringerNature Journals
Beschreibungen/Notizen
Analyzing market performance via social media has attracted a great deal of attention in the finance and machine- learning disciplines. However, the vast majority of research does not consider the enormous influence a crisis has on social media that further affects the relationship between social media and the stock market. This article aims to address these challenges by proposing a multistage dynamic analysis framework. In this framework, we use an authorship analysis technique and topic model method to identify stakeholder groups and topics related to a special firm. We analyze the activities of stakeholder groups and topics in different periods of a crisis to evaluate the crisis＇s influence on various social media parameters. Then, we construct a stock regression model in each stage of crisis to analyze the relationships of changes among stakeholder groups/topics and stock behavior during a crisis. Finally, we discuss some interesting and significant results, which show that a crisis affects social media discussion topics and that different stakeholder groups/topics have distinct effects on stock market predictions during each stage of a crisis.