Matches in SemOpenAlex for { <https://semopenalex.org/work/W2783000770> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2783000770 abstract "We propose that social interaction is a potential risk factor in the asset pricing model of the stock market. “Panorama net” is a website for listed companies and investors to interact in China, which the data extracted from are used. Attention, talkativeness and warmness are constructed from them as a measurement of social interaction. We test whether the social interaction variables provide additional information in the asset pricing model proposed by Fama and French. Empirical results suggest that the social interaction is capable to influence stock return, but it performs differently across industries. In most industries which people are familiar with, such as health care and machinery, social interaction provides additional information; while in most stocks in industries far from daily life, it doesn't help to explain stock return. The results reveals that the social interaction is a potential risk factor in asset pricing model. It also helps listed companies and regulators to utilize interaction website in a better way." @default.
- W2783000770 created "2018-01-26" @default.
- W2783000770 creator A5007259213 @default.
- W2783000770 creator A5017753896 @default.
- W2783000770 date "2017-12-01" @default.
- W2783000770 modified "2023-09-23" @default.
- W2783000770 title "An augmented fama and french three-factor model using social interaction" @default.
- W2783000770 cites W1578207609 @default.
- W2783000770 cites W1971946245 @default.
- W2783000770 cites W1995834279 @default.
- W2783000770 cites W1998537658 @default.
- W2783000770 cites W2050031929 @default.
- W2783000770 cites W2053403767 @default.
- W2783000770 cites W2143976867 @default.
- W2783000770 cites W2166406699 @default.
- W2783000770 cites W2171468534 @default.
- W2783000770 cites W3121891159 @default.
- W2783000770 cites W3124042502 @default.
- W2783000770 doi "https://doi.org/10.1109/bigdata.2017.8258435" @default.
- W2783000770 hasPublicationYear "2017" @default.
- W2783000770 type Work @default.
- W2783000770 sameAs 2783000770 @default.
- W2783000770 citedByCount "0" @default.
- W2783000770 crossrefType "proceedings-article" @default.
- W2783000770 hasAuthorship W2783000770A5007259213 @default.
- W2783000770 hasAuthorship W2783000770A5017753896 @default.
- W2783000770 hasConcept C127413603 @default.
- W2783000770 hasConcept C130064352 @default.
- W2783000770 hasConcept C144133560 @default.
- W2783000770 hasConcept C149782125 @default.
- W2783000770 hasConcept C151730666 @default.
- W2783000770 hasConcept C15744967 @default.
- W2783000770 hasConcept C162118730 @default.
- W2783000770 hasConcept C162324750 @default.
- W2783000770 hasConcept C162853370 @default.
- W2783000770 hasConcept C175444787 @default.
- W2783000770 hasConcept C181236170 @default.
- W2783000770 hasConcept C204036174 @default.
- W2783000770 hasConcept C2780299701 @default.
- W2783000770 hasConcept C2780762169 @default.
- W2783000770 hasConcept C38652104 @default.
- W2783000770 hasConcept C41008148 @default.
- W2783000770 hasConcept C76178495 @default.
- W2783000770 hasConcept C77805123 @default.
- W2783000770 hasConcept C78519656 @default.
- W2783000770 hasConcept C86803240 @default.
- W2783000770 hasConceptScore W2783000770C127413603 @default.
- W2783000770 hasConceptScore W2783000770C130064352 @default.
- W2783000770 hasConceptScore W2783000770C144133560 @default.
- W2783000770 hasConceptScore W2783000770C149782125 @default.
- W2783000770 hasConceptScore W2783000770C151730666 @default.
- W2783000770 hasConceptScore W2783000770C15744967 @default.
- W2783000770 hasConceptScore W2783000770C162118730 @default.
- W2783000770 hasConceptScore W2783000770C162324750 @default.
- W2783000770 hasConceptScore W2783000770C162853370 @default.
- W2783000770 hasConceptScore W2783000770C175444787 @default.
- W2783000770 hasConceptScore W2783000770C181236170 @default.
- W2783000770 hasConceptScore W2783000770C204036174 @default.
- W2783000770 hasConceptScore W2783000770C2780299701 @default.
- W2783000770 hasConceptScore W2783000770C2780762169 @default.
- W2783000770 hasConceptScore W2783000770C38652104 @default.
- W2783000770 hasConceptScore W2783000770C41008148 @default.
- W2783000770 hasConceptScore W2783000770C76178495 @default.
- W2783000770 hasConceptScore W2783000770C77805123 @default.
- W2783000770 hasConceptScore W2783000770C78519656 @default.
- W2783000770 hasConceptScore W2783000770C86803240 @default.
- W2783000770 hasLocation W27830007701 @default.
- W2783000770 hasOpenAccess W2783000770 @default.
- W2783000770 hasPrimaryLocation W27830007701 @default.
- W2783000770 hasRelatedWork W1485584078 @default.
- W2783000770 hasRelatedWork W2044345043 @default.
- W2783000770 hasRelatedWork W2090281615 @default.
- W2783000770 hasRelatedWork W2114736801 @default.
- W2783000770 hasRelatedWork W2116170187 @default.
- W2783000770 hasRelatedWork W2126374887 @default.
- W2783000770 hasRelatedWork W2170861222 @default.
- W2783000770 hasRelatedWork W2253224663 @default.
- W2783000770 hasRelatedWork W2540761176 @default.
- W2783000770 hasRelatedWork W2592377630 @default.
- W2783000770 hasRelatedWork W2740709655 @default.
- W2783000770 hasRelatedWork W2760704626 @default.
- W2783000770 hasRelatedWork W2883080897 @default.
- W2783000770 hasRelatedWork W297942014 @default.
- W2783000770 hasRelatedWork W3097158930 @default.
- W2783000770 hasRelatedWork W3121528997 @default.
- W2783000770 hasRelatedWork W3157885298 @default.
- W2783000770 hasRelatedWork W3191327945 @default.
- W2783000770 hasRelatedWork W3198914344 @default.
- W2783000770 hasRelatedWork W634939853 @default.
- W2783000770 isParatext "false" @default.
- W2783000770 isRetracted "false" @default.
- W2783000770 magId "2783000770" @default.
- W2783000770 workType "article" @default.