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

Keyphrases

• User-generated Content 100%
• Stock Return Volatility 100%
• Divergence of Opinion 100%
• Return Volatility 33%
• Divergence 16%
• Popular 16%
• Stock Market 16%
• Negatively Associated 16%
• Novel Technique 16%
• Unsupervised Learning Techniques 16%
• Social Media Platforms 16%
• Eternal Return 16%
• Dynamic Panel Regression 16%
• Holding Period 16%
• Vector Autoregressive Regression 16%
• Measuring Sentiment 16%
• Panel Vector Autoregressive 16%
• Dynamic Interdependence 16%

Economics, Econometrics and Finance

• Investors 100%
• Capital Market Returns 100%
• Returns Volatility 100%