Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo

作者：Tonghui Zhang, Ying Yuan, Xi Wu · 发表于：Finance research letters · 年份：2019 · DOI：10.1016/j.frl.2019.04.030 · 被引用次数：21 · 研究领域：Complex Systems and Time Series Analysis、Financial Risk and Volatility Modeling、Financial Markets and Investment Strategies