Video apps user engagement and stock market volatility: Evidence from China

Zhang Jixiang and Ma Feng

Finance Research Letters, 2024, vol. 64, issue C

Abstract: This paper explores the relationship between the user activity of major comprehensive video apps in China and stock market volatility. The online user counts of mainstream video apps can significantly forecast the volatility of the Chinese stock market. Furthermore, integrating these factors demonstrates excellent predictive performance in different horizons. The reliability and consistency of the empirical results are further confirmed by using MCS and DoC tests.

Keywords: Volatility forecasting; Video apps; Combination forecasting (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348

DOI: 10.1016/j.frl.2024.105504

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