Abstract
Investor sentiment is a key factor affecting asset volatility, but it is hard to quantify. Previously investor sentiment is mainly measured from questionnaires and market exchange data. With rapidly developing of big data, the way of knowledge exploration has been changed. Various types of data are produced and reserved every minute, particularly unstructured Internet big data which can reflect investor behaviour and investor sentiment directly. Investor sentiment will be better quantified through big data. In this paper, we review new data sources and analytic methods for quantifying investor sentiment, and discuss the future of big data in behavioral finance.
Published Version
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