Explaining bank stock performance with crisis sentiment

Detecting and Explaining Crisis

Individuals on social media may reveal themselves to be in various states of crisis (e.g. suicide, self-harm, abuse, or eating disorders). Detecting crisis from social media text automatically and accurately can have profound consequences. However, detecting a general state of crisis without explaining why has limited applications. An explanation in this context is a coherent, concise subset of...

Explaining Stock Market Correlation:

A gravity model, frequently used to explain trade patterns, is used to explain stock market correlations. The main result of the trade literature is that geography matters for goods markets. Physical location and trading costs should be less of an issue in asset markets. However we find that geographical variables still matter when examining equity market linkages. In particular, the number of ...

Learning Business Article Sentiment Based on Stock Market Performance

The authors’ ultimate goal is to predict stock market trends based on a corpus of business news articles published in real time. It is believed that stock brokers, as human agents, will affect market prices by emotionally responding to financial news. As a result, articles that are published on a certain day will have a strong correlation with financial events in the near future. However, given...

1 Stock market volatility and bank performance in China

This paper evaluates the determinants of bank performance in China. In particular, we examine the effects of stock market volatility, competition and ownership on bank performance in China. The sample comprises a total of 11 banks (four state-owned and seven joint-stock commercial banks) listed in the Chinese Stock Exchanges. The period under consideration extends from 2003-2009. The Generalize...

Explaining the Global Economic Crisis