“…There are, however, few studies on the influence of international investor attitudes on international capital flow in the capital market and international capital forecasting. Additionally, as smart devices become more and more popular, more and more people use them for investment-related activities, which increases the amount of data generated and the demand for it [5], both of which have a beneficial effect on the measurement of crossborder investor sentiment. Using this data as a starting point, this paper aims to quantify the sentiment of Chinese cross-border investors following the opening of the SHKSC, in order to construct the sentiment index of cross-border investment and conduct extensive research on the relationship between cross-border investor sentiment and cross-border capital flow as well as the prediction of cross-border capital flow, and observe the impact of cross-border capital sentiment index on the predictability of cross-border capital flow.…”