Weibo Attention and Stock Market Performance: Some Empirical Evidence

Figure 1

The evolution of Weibo attention. This figure shows the evolution of Weibo Index of different stock markets from March 1, 2013 to October 31, 2017. We notice that there are some zero values in the figure. After checking the data, we found that zeros fall into the nontrading days. In the following empirical analysis, these calendar days are removed from the sample.

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