Measuring social influence for firm-level financial performance

作者：

Highlights：

• A generalized research framework for measuring social influence in an objective entity network is proposed.

• Constructing a company influence network and proposing two social influence measures.

• Estimating the dynamic relationships between social influence and company financial performance.

• Focusing on a combination of the multiple information sources, including public news and search indexes.

摘要

•A generalized research framework for measuring social influence in an objective entity network is proposed.•Constructing a company influence network and proposing two social influence measures.•Estimating the dynamic relationships between social influence and company financial performance.•Focusing on a combination of the multiple information sources, including public news and search indexes.

论文关键词：Company influence network,Financial markets,News reports,Search index,Social influence,Vector autoregression

论文评审过程：Received 28 February 2016, Revised 12 September 2016, Accepted 12 September 2016, Available online 13 September 2016, Version of Record 17 September 2016.

论文官网地址：https://doi.org/10.1016/j.elerap.2016.09.004