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This study aims to construct a sentiment series generation method for danmu comments based on deep learning, and explore the features of sentiment series after clustering.

This study consisted of two main parts: danmu comment sentiment series generation and clustering. In the first part, the authors proposed a sentiment classification model based on BERT fine-tuning to quantify danmu comment sentiment polarity. To smooth the sentiment series, they used methods, such as comprehensive weights. In the second part, the shaped-based distance (SBD)-K-shape method was used to cluster the actual collected data.

The filtered sentiment series or curves of the microfilms on the Bilibili website could be divided into four major categories. There is an apparently stable time interval for the first three types of sentiment curves, while the fourth type of sentiment curve shows a clear trend of fluctuation in general. In addition, it was found that “disputed points” or “highlights” are likely to appear at the beginning and the climax of films, resulting in significant changes in the sentiment curves. The clustering results show a significant difference in user participation, with the second type prevailing over others.

Their sentiment classification model based on BERT fine-tuning outperformed the traditional sentiment lexicon method, which provides a reference for using deep learning as well as transfer learning for danmu comment sentiment analysis. The BERT fine-tuning–SBD-K-shape algorithm can weaken the effect of non-regular noise and temporal phase shift of danmu text.

Although the effects of both news sentiment and expectations on price in financial markets have now been extensively demonstrated, the jointness that these predictors can have in their effects on price has not been well-defined. Investigating causal ordering in their effects on price can further our understanding of both direct and indirect effects in their relationship to market price.

We use autoregressive distributed lag (ARDL) methodology to examine the relationship between agent expectations and news sentiment in predicting price in a financial market. The ARDL estimation is supplemented by Grainger causality testing.

In the ARDL models we implement, measures of expectations and news sentiment and their lags were confirmed to be significantly related to market price in separate estimates. Our results further indicate that in models of relationships between these predictors, news sentiment is a significant predictor of agent expectations, but agent expectations are not significant predictors of news sentiment. Granger-causality estimates confirmed the causal inferences from ARDL results.

Taken together, the results extend our understanding of the dynamics of expectations and sentiment as exogenous information sources that relate to price in financial markets. They suggest that the extensively cited predictor of news sentiment can have both a direct effect on market price and an indirect effect on price through agent expectations.

Even traditional financial management firms now commonly track behavioral measures of expectations and market sentiment. More complete understanding of the relationship between these predictors of market price can further their representation in predictive models.

This article extends the frequently reported bivariate relationship of expectations and sentiment to market price to examine jointness in the relationship between these variables in predicting price. Inference from ARDL estimates is supported by Grainger-causality estimates.

The dissemination of misleading and false information through media can jeopardize a company’s reputation, thus posing a threat to its stock and performance. Institutional investors are known to influence capital markets. Therefore, this paper investigates whether institutional investors engage in shaping the media sentiment stock nexus, stabilize company stocks and enhance performance.

We first investigate the effect of media sentiment on market reactions by using panel regression models. To examine the role of institutional investors, we design a quasi-experiment by exploiting the Financial Crisis of 2008 and go further by examining the heterogeneity across levels of institutional ownership. Due to risk-averse, investors may respond asymmetrically to pessimistic and positive sentiment. Accordingly, we split the sample into two sub-types, good news and bad news, based on keywords representing positive or negative content.

We find supportive evidence that institutional investors have impacts on how the markets react to media news, and the impacts are heterogeneous in the face of bad and good news. We conjecture that institutional investors act as a stabilizer of stock prices through media sentiment management.

This paper confirms the distinctive effects of institutional investors on capital markets, and uncovers the behind-the-scenes intervention and possible causal link running from institutional investors to media sentiment management. It contributes to the broad field of institutional investors' behavior, media news involvement in capital markets and market efficiency.

The purpose of the study is to analyse the impact of COVID-19 on the hospitality industry during the rise of worldwide pandemic crises using Twitter analysis. The study is based on 57,794 English-language tweets mined from Twitter from 1 April 2020 to 15 October 2020. Based on thematic and sentiment analysis, the study found that overall sentiments expressed on Twitter were negative. This chapter contributes to existing knowledge about the COVID-19 crisis and broadens the respondents’ understanding of the potential impacts of the crisis on the most vulnerable tourism and hospitality industry. This research emphasises the sustainable revival of the hospitality industry.

This paper has analysed the impact of cultural dimensions, investor sentiment and uncertainty on bank stock returns. Also, the study examined the influences of the interaction between cultural dimensions and individual (private) sentiment (investor sentiment).

To meet the study's objectives, a two-step generalised method of moments estimator was applied to the study sample, which included 105 banks in the nine Middle East and North African region countries between 2010 and 2020.

The cultural dimensions of individualism and masculinity were found to have a positive and significant effect on banks' buy and hold stock return (BUH). At the same time, power distance and uncertainty avoidance were discovered to have negative effects. Besides, the findings revealed that the interactions of power distance, individual sentiment and uncertainty avoidance had positive and significant relationships with banks' BUH. However, individualism, individual sentiment and masculinity had inverse relationships with banks' BUH. Furthermore, the findings revealed that investor sentiment positively influenced banks' BUH. Finally, uncertainty influenced banks' BUH stock returns positively.

Important implications for participants in the financial sector and governments may be learnt from this study's conclusions. Due to cultural biases, this study's findings suggested that investors overreact in the stock market.

Additionally, this research comprises one of the few studies that have overviewed the link between classical and behavioural finance in MENA countries with distinctive cultural characteristics.

Stock market has always been lucrative for various investors. But, because of its speculative nature, it is difficult to predict the price movement. Investors have been using both fundamental and technical analysis to predict the prices. Fundamental analysis helps to study structured data of the company. Technical analysis helps to study price trends, and with the increasing and easy availability of unstructured data have made it important to study the market sentiment. Market sentiment has a major impact on the prices in short run. Hence, the purpose is to understand the market sentiment timely and effectively.

The research includes text mining and then creating various models for classification. The accuracy of these models is checked using confusion matrix.

Out of the six machine learning techniques used to create the classification model, kernel support vector machine gave the highest accuracy of 68%. This model can be now used to analyse the tweets, news and various other unstructured data to predict the price movement.

This study will help investors classify a news or a tweet into “positive”, “negative” or “neutral” quickly and determine the stock price trends.

This study aims to explore the emotional landscapes and spatial preferences of digital nomads, focusing on how sentiments expressed in destination reviews influence their mobility and destination choices.

Employing a lexicon-based sentiment analysis of social media comments and reviews, alongside advanced geographical information systems (GIS) mapping techniques, the study analyzes the emotional tones that digital nomads associate with various destinations worldwide.

The analysis reveals significant patterns of emotional sentiments, with trust and joy being predominant in preferred destinations. Spatial patterns identified through GIS mapping highlight the global distribution of these sentiments, underscoring the importance of emotional well-being in destination choice.

Insights from this study offer valuable guidance for Destination Management Organizations (DMOs) in strategic planning, enhancing destination appeal through targeted marketing strategies that resonate with the emotional preferences of digital nomads.

This research introduces a novel approach by integrating sentiment analysis with GIS to map the emotional and spatial dynamics of digital nomadism, contributing a new perspective to the literature on tourism and mobility.

Despite its devastating nature, the COVID-19 pandemic has also catalyzed a substantial surge in the adoption and integration of technological tools within economies, exerting a profound influence on the dissemination of information among participants in stock markets. Consequently, this present study delves into the ramifications of post-pandemic dynamics on stock market behavior. It also examines the relationship between investors' sentiments, underlying behavioral drivers and their collective impact on global stock markets.

Drawing upon data spanning from 2012 to 2023 and encompassing major world indices classified by Morgan Stanley Capital International’s (MSCI) market and regional taxonomy, this study employs a threshold regression model. This model effectively distinguishes the thresholds within these influential factors. To evaluate the statistical significance of variances across these thresholds, a Wald coefficient analysis was applied.

The empirical results highlighted the substantive role that investors' sentiments and behavioral determinants play in shaping the predictability of returns on a global scale. However, their influence on developed economies and the continents of America appears comparatively lower compared with the Asia–Pacific markets. Similarly, the regions characterized by a more pronounced influence of behavioral factors seem to reduce their reliance on these factors in the post-pandemic landscape and vice versa. Interestingly, the post COVID-19 technological advancements also appear to exert a lesser impact on developed nations.

This study pioneers the investigation of these contextual dissimilarities, thereby charting new avenues for subsequent research studies. These insights shed valuable light on the contextualized nexus between technology, societal dynamics, behavioral biases and their collective impact on stock markets. Furthermore, the study's revelations offer a unique vantage point for addressing market inefficiencies by pinpointing the pivotal factors driving such behavioral patterns.

Using sentiment analysis (SA), this study aims to examine the impact of COVID-19 on mental health and virtual learning experiences among 1,125 students at a public Argentinean faculty.

A study was conducted during the COVID-19 pandemic, surveying 1,125 students to gather their opinions. The survey data was analysed using text mining tools and SA. SA was used to extract the students’ emotions, views and feelings computationally and identify co-occurrences and patterns in related words. The study also examines educational policies implemented after the pandemic.

The prevalent emotions expressed in the comments were trust, sadness, anticipation and fear. A combination of trust and fear resulted in submission. Negative comments often included the words “virtual”, “virtual classroom”, “virtual classes” and “professor”. Two significant issues were identified: teachers’ inexperience with virtual classes and inadequate server infrastructure, leading to frequent crashes. The most effective educational policies addressed vital issues related to the “virtual classroom”.

Text mining and SA are valuable tools for decision-making during uncertain times, such as the COVID-19 pandemic. They can also provide insights to recover quality assurance processes at universities impacted by health concerns or external shocks.

The paper makes two main contributions: it conducts a SA to gain insights from comments and analyses the relationship between emotions and sentiments to identify optimal educational policies. The study pioneers exploring the link between emotions, policies and the pandemic at a public university in Argentina. This area of research still needs to be explored.

The Internet has changed consumer decision-making and influenced business behaviour. User-generated product information is abundant and readily available. This paper argues that user-generated content can be efficiently utilised for business intelligence using data science and develops an approach to demonstrate the methods and benefits of the different techniques.

Using Python Selenium, Beautiful Soup and various text mining approaches in R to access, retrieve and analyse user-generated content, we argue that (1) companies can extract information about the product attributes that matter most to consumers and (2) user-generated reviews enable the use of text mining results in combination with other demographic and statistical information (e.g. ratings) as an efficient input for competitive analysis.

The paper shows that combining different types of data (textual and numerical data) and applying and combining different methods can provide organisations with important business information and improve business performance.

The paper shows that combining different types of data (textual and numerical data) and applying and combining different methods can provide organisations with important business information and improve business performance.

The study makes several contributions to the marketing and management literature, mainly by illustrating the methodological advantages of text mining and accompanying statistical analysis, the different types of distilled information and their use in decision-making.