社交媒体用户交互行为与股票市场的关联分析研究: 基于新浪财经博客的实证
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王欣瑞,何跃
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Predicting Stock Market Fluctuations with Social Media Behaviors: Case Study of Sina Finance Blog
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Xinrui Wang,Yue He
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表7 格兰杰因果检验
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| 方程 | 剔除 | F统计量 | 自由度 | P值 | | 1 | MA·MA3 | Density | .00 | 1 | 0.99 | | 2 | MA·MA3 | Average Like | 4.18 | 1 | 0.06* | | 3 | MA·MA3 | ALL | 3.29 | 2 | 0.06* | | 4 | Density | MA·MA3 | .00 | 1 | 0.95 | | 5 | Density | Average Like | 7.61 | 1 | 0.01** | | 6 | Density | ALL | 4.96 | 2 | 0.02** | | 7 | Average Like | MA·MA3 | 1.92 | 1 | 0.18 | | 8 | Average Like | Density | 5.04 | 1 | 0.04** | | 9 | Average Like | ALL | 3.58 | 2 | 0.05** |
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