Investors’ opinion divergence and stock return volatility: evidence from user-generated content

Keyphrases

• User-generated Content 100%
• Divergence of Opinion 100%
• Return Volatility 100%
• Investor Opinion 100%
• Popular 16%
• Stock Market 16%
• Negatively Associated 16%
• Novel Technique 16%
• Unsupervised Learning Techniques 16%
• Social Media Platforms 16%
• Dynamic Panel Regression 16%
• Holding Period 16%
• Measuring Sentiment 16%
• Dynamic Interdependence 16%
• Future Returns 16%
• Panel Vector Autoregression 16%
• Sentiment Divergence 16%
• Vector Autoregressive Regressions 16%

Economics, Econometrics and Finance

• Investors 100%
• Capital Market Returns 100%
• Returns Volatility 100%
• United States of America 20%

Social Sciences

• Investors 100%
• Volatility 100%
• USA 20%
• Learning Method 20%
• Stock Market 20%
• Interdependence 20%
• Social Medium Platform 20%