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"A time-varying study of Chinese investor sentiment, stock market liquidity ..."

Chenrui Zhang et al. (2022)

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DOI: 10.48550/ARXIV.2205.05719

access: open

type: Informal or Other Publication

metadata version: 2022-05-18

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  dblp key:
  - journals/corr/abs-2205-05719
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2205-05719
Chenrui Zhang, Xinyi Wu, Hailu Deng, Huiwei Zhang:
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. CoRR abs/2205.05719 (2022)

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