The Role of Online Media in Shaping Investor Sentiment and Market Prices

Pengyu Shen ()
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Pengyu Shen: Anhui University, School of Mathematical Sciences

A chapter in Proceedings of the International Workshop on Navigating the Digital Business Frontier for Sustainable Financial Innovation (ICDEBA 2024), 2025, pp 761-767 from Springer

Abstract: Abstract This paper summarizes the body of research on how social media affects investor mood and, in turn, stock market pricing, and the methods and models used to study and comparatively evaluate them. The methods and models can be applied to the analysis of other financial market price influences. This paper adopts horizontal and vertical comparison methods to analyze the better models and data processing methods in different scenarios, and at the same time, changes the parameters of the models and higher-order deformation of mathematical formulas in the methods, as well as arranging and deleting them in an organic way. The impact of Internet social media, traditional media on investor confidence and the correlation between market sentiment and share market returns, as well as the mutual exclusion of correlations under different stock market heats are found. The better raw data processing methods as well as regression and autoregression methods for specific scenarios are identified. It is of reference and practical value to generalize the related models and methods to other financial scenarios.

Keywords: Social media; Investor sentiment; Regression analysis; Stock prices (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-652-9_80

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DOI: 10.2991/978-94-6463-652-9_80

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