The impact of investor sentiment and communication text quality on stock price synchronicity: evidence from Chinese online communication platforms
He, Zhuoyang (A.A. 2023/2024) The impact of investor sentiment and communication text quality on stock price synchronicity: evidence from Chinese online communication platforms. Tesi di Laurea in Economics and management of energy business, Luiss Guido Carli, relatore Simone Mori, pp. 67. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The definition of stock price synchronicity. Investor sentiment. Text quality. Literature review. Stock price synchronicity. Stock price synchronicity and information disclosure channels. Stock price synchronicity and investor sentiment. Stock price synchronicity and text quality. Stock price synchronicity in China. Literature review. Variable generation and variable design. Database introduction. Sentiment analysis methods. Text quality measurement method. Hypothesis formulation and research design. Hypothesis proposed. Model proposed. Variable table. Empirical model. Regression results. Descriptive statistics. Endogeneity test. Robustness test.
References
Bibliografia: pp. 61-66.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Economics and management of energy business |
| Thesis Supervisor: | Mori, Simone |
| Thesis Co-Supervisor: | Marengo, Luigi |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Jul 2025 15:23 |
| Last Modified: | 14 Jul 2025 15:23 |
| URI: | https://tesi.luiss.it/id/eprint/42918 |
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