Can Web Forum Provide Valuable Information a Case Study on Chinese Stock Web Forum

Authors

Yang Hu, Department of Management Science and Engineering, School of Management, Harbin Institute of Technology, Harbin, ChinaFollow
Xiangbin Yan, Department of Management Science and Engineering, School of Management, Harbin Institute of Technology, Harbin, ChinaFollow

Document Type

Article

Abstract

Web forum has become a major information sharing platform for the individual investor where may include much valuable information. In this paper, we apply automatic sentiment extraction methods to assess the public opinions on Chinese stock forms. A case study is conducted with Chinese stock Web forum. The case study shows that web forum can provide valuable information about the stock market and the discussion sentiment characteristic is significant correlated with stock market activities. Result of regression analysis shows the differences in investor sentiment has more power than sentiment index and message volume in prediction to stock index in China.

Recommended Citation

Hu, Yang and Yan, Xiangbin, "Can Web Forum Provide Valuable Information a Case Study on Chinese Stock Web Forum" (2010). ICEB 2010 Proceedings (Shanghai, China). 16.
https://aisel.aisnet.org/iceb2010/16