Analyzing market performance via social media: a case study of a banking industry crisis

被引:0
作者
CuiQing Jiang
Kun Liang
Hsinchun Chen
Yong Ding
机构
[1] Hefei University of Technology,School of Management
[2] The University of Arizona,Department of Management Information Systems
来源
Science China Information Sciences | 2014年 / 57卷
关键词
social media; market performance; stakeholder theory; authorship analysis technique; topic model;
D O I
暂无
中图分类号
学科分类号
摘要
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.
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页码:1 / 18
页数:17
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