ArticleFrontiers in psychology2021
Investor Sentiment and Stock Returns During the COVID-19 Pandemic.
Article in Frontiers in psychology, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 8 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
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Who cites it
8 citing papers in PubMed.
- Discussion of the public interest in arthroscopy based on the Baidu index and its implications for nursing care.World journal of orthopedics · 2025Article
- Public concerns analysis and early warning of Mpox based on network data platforms-taking Baidu and WeChat as example.Frontiers in public health · 2025Article
- Spatiotemporal dynamic and regional differences of public attention to vaccination: An empirical study in China.PloS one · 2024Article
- Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure.Journal of economic asymmetries · 2023Article
- COVID-19 pandemic and capital markets: the role of government responses.Journal of business economics · 2023Article
- Integrating Internet multisource big data to predict the occurrence and development of COVID-19 cryptic transmission.NPJ digital medicine · 2022Article
- Policy Announcement, Investor Attention, and Stock Volatility: Evidence From the New Energy Vehicle Industry.Frontiers in psychology · 2022Article
- The Impact of the Coronavirus Disease 2019 Pandemic on Investor Sentiment-Evidence From A-Share Listed Companies in China.Frontiers in psychology · 2021Article
Corrections and comments
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Authors and funding
5 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
In this paper, we regard the Baidu index as an indicator of investors' attention to China's epidemic stocks. We believe that when seeking information to guide investment decisions, investor sentiment is usually affected by the information provided by the Baidu search engine, which may cause stock prices to fluctuate. Therefore, we constructed a GARCH extended model including the Baidu index to predict the return of epidemic stocks and compared it with the benchmark model. The empirical research in this paper finds that the forecast model including the Baidu index is significantly better than the benchmark model. This has important reference value both for investors in predicting stock trends and for the government's formulation of policies to prevent excessive stock market volatility.
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.