情绪传播指数构建与投资市场预期——基于万科股票大数据的实证研究

Construction of Sentiment Dissemination Index and Investment Market Expectation:An Empirical Study Based on Big Data of Vanke Stock

情绪会对投资行为产生影响,公众情绪甚至可能左右投资市场的走向,因此构建公众情绪指标对于把握投资市场的变化具有重要意义。文章对普通情绪指数加以改进,引入传播影响因子,构建了情绪传播指数(SDI),以期能够对情绪传播的强度和广度进行综合评估。为了验证其有效性和优越性,以万科A股舆情数据为样本进行实证分析,分析结果显示,情绪传播指数能够更好地解释和预测投资市场的波动。

The sentiments will affect the investment behavior, and the public sentiments may even decide the trend of the investment market. Therefore, it is of great significance to construct the public sentiment index to grasp the change of the investment market. In this p dex is improved and the dissemination influence factor is introduced, th index（SDI） is constructed, which can be used to evaluate the intensity aper, the en the se general sentiment in dissemination and breadth of sentiment disset,hA n a Vanke verify d its effectiveness and superiority, an empirical analysis based on the data of out. The results show that the SDI can better explain and predict the volatility of the investment market.