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Investigating the Impact of Media Sentiment and Investor Attention on Financial Markets

机译：调查媒体情绪和投资者对金融市场的影响

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Media sentiment has been shown to be related to stock returns. However, one prerequisite for this influence has not been taken into account yet: the question of whether investors actually pay attention to news and the related financial instruments. Within this study, we close this research gap by examining the interplay between media sentiment and investor attention. Thereby, we find that the positive impact of media sentiment on returns is increased when investor attention is high. Furthermore, we evaluate whether these variables can be used to forecast future market movements. Although our results reveal that the obtained forecasting accuracy cannot be achieved by chance, we conclude that further information has to be included in the forecasting model to obtain satisfying results.
机译：媒体情绪已被证明与库存回报有关。但是，尚未考虑到这一影响力的一个先决条件：投资者是否实际关注新闻和相关金融工具的问题。在这项研究中，我们通过检查媒体情绪与投资者关注之间的相互作用来关闭这一研究差距。因此，当投资者的注意力很高时，我们发现媒体情绪对回报的积极影响增加。此外，我们评估这些变量是否可用于预测未来的市场运动。尽管我们的结果表明，所获得的预测准确性无法通过机会实现，但我们得出结论，进一步的信息必须包含在预测模型中以获得令人满意的结果。

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