Proceedings of the 3rd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2024, March 29–31, 2024, Wuhan, China

Research Article

The Influence of Quality Information on Stock Performance: A Sentiment Analysis from Online Review

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  • @INPROCEEDINGS{10.4108/eai.29-3-2024.2347418,
        author={Huiming  Liu and Su  Wu and Chongwen  Zhong and Ying  Liu},
        title={The Influence of Quality Information on Stock Performance: A Sentiment Analysis from Online Review},
        proceedings={Proceedings of the 3rd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2024, March 29--31, 2024, Wuhan, China},
        publisher={EAI},
        proceedings_a={ICBBEM},
        year={2024},
        month={6},
        keywords={sentiment analysis; customer online review; reinforcement learning},
        doi={10.4108/eai.29-3-2024.2347418}
    }
    
  • Huiming Liu
    Su Wu
    Chongwen Zhong
    Ying Liu
    Year: 2024
    The Influence of Quality Information on Stock Performance: A Sentiment Analysis from Online Review
    ICBBEM
    EAI
    DOI: 10.4108/eai.29-3-2024.2347418
Huiming Liu1, Su Wu2,*, Chongwen Zhong3, Ying Liu4
  • 1: Postdoctoral Research Center Industrial and Commercial Bank of China Beijing
  • 2: Department of Industrial Engineering Tsinghua University Beijing
  • 3: School of Economics and Management Beijing Institute of Petrochemical Technology Beijing
  • 4: School of Economics and Management Beijing Information Science and Technology University
*Contact email: wusu@tsinghua.edu.cn

Abstract

Companies’ stock performance could be affected by various factors like breaking news or annual report. We consider that products’ quality could also be a crucial factor that influence the stock performance. In this study, the quality characteristics are extracted from the customer online review to measure the products’ quality level. We use reinforcement learning models to show that quality information could improve the stock trade policies by increasing the profitability and risk of maximum drawback. The relationship between stock performance and quality level also is explored. This paper demonstrates the importance of quality information and manager could design better products by using the results of our study.