Financial shocks, investor sentiment, and heterogeneous firms’ output volatility: Evidence from credit asset securitization markets

Por qué el índice de sentimiento neto debería ser una prioridad: un estudio de caso de la industria bancaria

“…Along with Kirtac and Germano (2024), this highlights the potential of leveraging large language models for sentiment trading. Furthermore, Li and Yang (2024) and Chung and Chang (2024) explored the broader implications of investor sentiment on market volatility and stock prices, respectively. Figure 2 presents the results of the combination of several approaches, in which the individual monitoring of several firms through a RLM captures the asymmetric effect by leveraging a robust natural language processing model.…”

“…Although several recent studies have focused on measuring the impact of social media comments on stock price performance (Li & Yang, 2024;Chung & Chang, 2024), it is still necessary to explore the impact of social media comments on individual company performance. Additionally, dividing the signal into negative and positive, aimed at capturing the asymmetric effect, is still a pending question to be solved in academia.…”