数字领导力,信息和股价波动:来自CEO社交媒体行为的证据
Yutong Zou1, Jingqian Tian1,2, Yunfan Zhang1
1Department of FinTech, Nanjing University of Information Science and Technology, Nanjing 210044, China.
Entropy (Basel, Switzerland)
|February 27, 2026
概括
公司的高管公司的高管.
科学领域:
- 数字经济数字经济
- 金融市场 金融市场
- 信息理论 信息理论
背景情况:
- 社交媒体是企业高管与投资者沟通的关键道.
- 执行沟通会影响市场预期和股价动态.
- 了解CEO社交媒体对股票波动的影响至关重要.
研究的目的:
- 检查CEO社交媒体行为如何影响股价波动.
- 在交易式和转型式领导风格下分析高管沟通.
- 开发一种新的度量来解释信息流动的机制.
主要方法:
- 使用深度学习方法,包括BERT,LDA和长短期记忆 (LSTM) 模型.
- 从高管沟通中提取了情绪基调,主题对齐和扩散强度.
- 引入语义共振消散 (SRE) 来测量信息摩擦.
主要成果:
- 整合高维的语义特征显著改善了股票波动的预测.
- 交易领导与稳定的语义模式和低相关.
- 变革性的领导力与更高的和更大的语义分散相关.
- 埃隆·马斯克收购推特创造了一个持久的信息环境因素.
结论:
- 首席执行官的社交媒体行为显著影响股价波动.
- 领导风格 (交易式与转型式) 呈现出明显的化模式.
- 限制信息散发是金融市场信号清晰度的关键.
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