Fig. 1: A framework for reviewing the reliability of social media investor sentiment.
From: Data selection and collection for constructing investor sentiment from social media
IS is the abbreviation for investor sentiment. FM is the abbreviation for financial markets. Q1 (\({{\boldsymbol{IS}}}_{{\boldsymbol{Real}}}{\boldsymbol{\leftrightarrow }}{\boldsymbol{FM}}\)) describes whether the textual sentiment of the dataset is causally related to the financial market. Q2 (\({{{\boldsymbol{IS}}}_{{\boldsymbol{Real}}}{\boldsymbol{ \sim }}{\boldsymbol{IS}}}_{{\boldsymbol{Measured}}}\)) describes whether the textual sentiment of the dataset is accurately measured.
