Measuring Investor Sentiment of Cryptocurrency Market --Using Textual Analytics on Chain Node

被引：1
|
作者：
Sun, Yunchuan [1 ]
Kong, Xiangyi [1 ]
Chen, Tongrui [1 ]
Su, Hang [1 ]
Zeng, Xiaoping [1 ]
Shen, Yan [1 ]
机构：
[1] Beijing Normal Univ, Business Sch, Int Inst Big Data Finance, Beijing 100875, Peoples R China
来源：
2020 INTERNATIONAL CONFERENCE ON IDENTIFICATION, INFORMATION AND KNOWLEDGE IN THE INTERNET OF THINGS (IIKI2020) | 2021年 / 187卷
关键词：
Chain Node; Chinese Market; Cryptocurrency; Investor Sentiment;
D O I：
10.1016/j.procs.2021.04.097
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Compared with stock market, cryptocurrency market is more susceptible to investor sentiment at the lack of substantial asset support. This study develops a proxy to measure the investor sentiment of cryptocurrency market by using textual analytics on millions of posts in Chain Node, which is the most active online community for Chinese cryptocurrency investors. We investigate the correlation between the sentiment and the market return from Jan. 2018 to Aug. 2020. The study argues that the proposed proxy could well reflect the investor sentiment of the cryptocurrency.
引用
收藏
页码：542 / 548
页数：7
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