Melbourne
Australia
http://www.xinlin.me
Monash University - School of Mathematics
Investor Disagreement; News; Jumps; Hawkes Processes
Sentiment; Jumps; Hawkes Processes; Behaviour Contagion; Herding/dispersing; Information Cascades
Asset Pricing; Risk Premium; Neural Networks; Variable Significant Test
Social media, News media, Social Finance, Connectedness