The Role of Online Media in Shaping Investor Sentiment and Market Prices
- DOI
- 10.2991/978-94-6463-652-9_80How to use a DOI?
- Keywords
- Social media; Investor sentiment; Regression analysis; Stock prices
- Abstract
This paper summarizes the body of research on how social media affects investor mood and, in turn, stock market pricing, and the methods and models used to study and comparatively evaluate them. The methods and models can be applied to the analysis of other financial market price influences. This paper adopts horizontal and vertical comparison methods to analyze the better models and data processing methods in different scenarios, and at the same time, changes the parameters of the models and higher-order deformation of mathematical formulas in the methods, as well as arranging and deleting them in an organic way. The impact of Internet social media, traditional media on investor confidence and the correlation between market sentiment and share market returns, as well as the mutual exclusion of correlations under different stock market heats are found. The better raw data processing methods as well as regression and autoregression methods for specific scenarios are identified. It is of reference and practical value to generalize the related models and methods to other financial scenarios.
- Copyright
- © 2025 The Author(s)
- Open Access
- Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.
Cite this article
TY - CONF AU - Pengyu Shen PY - 2025 DA - 2025/02/24 TI - The Role of Online Media in Shaping Investor Sentiment and Market Prices BT - Proceedings of the International Workshop on Navigating the Digital Business Frontier for Sustainable Financial Innovation (ICDEBA 2024) PB - Atlantis Press SP - 761 EP - 767 SN - 2352-5428 UR - https://doi.org/10.2991/978-94-6463-652-9_80 DO - 10.2991/978-94-6463-652-9_80 ID - Shen2025 ER -