题目：The Interaction between Microblog Sentiment and Stock Return at Different Levels

时间：2017年7月3日上午9:30-11:30

地点：南校区信远楼II区324（必威BETWAY官网报告厅）

报告人：赵惠民 教授

报告人简介：

赵惠民博士是美国威斯康星大学密尔沃基校区鲁巴商学院教授。他在美国亚利桑那大学埃勒管理学院获管理信息系统专业博士学位，在清华大学自动化系获硕士和学士学位。研究兴趣是：数据挖掘和医疗健康信息学。他在管理信息系统领域国际著名期刊MIS Quarterly, Communications of the ACM, ACM Transactions on MIS, IEEE Transactions on Knowledge and Data Engineering, Journal of MIS, Journal of the AIS, and Decision Support Systems等期刊发表一批学术论著。任管理科学与工程领域国际著名期刊《Decision Support Systems》的高级编辑；另外，是管理信息系统领域国际Top1期刊《MIS Quarterly》的副编辑。十多次担任CSWIM，AMCIS, , INFORMS等国际著名的信息系统会议的会议主席和成员，同时是80余次信息系统领域国际会议的委员会成员。担任《Management Science》、《MIS Quarterly》、《Information Systems Research》、《Journal of MIS》、《Journal of the AIS》、《Communications of the AIS》、《IEEE Transactions on Knowledge and Data Engineering》、《Decision Support Systems》等30多个国际著名期刊的审稿人。是美国国家科学基金国际项目等多个项目来源的评审人。

报告内容：

Opinion mining of microblog messages has become a popular business analytics application in recent times. Opinions reflected in microblogs have provided businesses with great opportunities to acquire insights into their operating environments in real time. In particular, the relationship between microblog sentiment and stock return is of great interest to investment professionals and academic researchers across multiple disciplines. We empirically test this complex relationship in a comprehensive study. The results show that the influence of microblog sentiment on stock return is both statistically and economically significant at the hour level, but not at the day level.