The role of internet in stock market
This dissertation introduces the concept of Internet Information and highlights its crucial role in stock market. At the beginning, I discuss the intrinsic relations between market efficiency and Internet Information and argue that Internet Information serves as a way of complementing the “data” for...
| Autor: | |
|---|---|
| Tipo de recurso: | tesis doctoral |
| Estado: | Versión publicada |
| Fecha de publicación: | 2016 |
| País: | España |
| Institución: | CBUC, CESCA |
| Repositorio: | TDR. Tesis Doctorales en Red |
| OAI Identifier: | oai:www.tdx.cat:10803/403439 |
| Acceso en línea: | http://hdl.handle.net/10803/403439 http://dx.doi.org/10.6035/14102.2016.612910 |
| Access Level: | acceso abierto |
| Palabra clave: | internet information stock market Bolsa internet Ciències socials, periodisme i documentació 339 |
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The role of internet in stock marketShen, Dehuainternet informationstock marketBolsainternetCiències socials, periodisme i documentació339This dissertation introduces the concept of Internet Information and highlights its crucial role in stock market. At the beginning, I discuss the intrinsic relations between market efficiency and Internet Information and argue that Internet Information serves as a way of complementing the “data” for understanding the dynamics of stock market. In chapter 2, I give an overview of stock market predictions using Internet Information and put forward some research directions. Naturally, four short essays are presented to illustrate the utilization of Internet Information. In particular, Chapter 3 employs the news appeared in the Internet as the proxy for the rate of information flow and examines the nature of the information-volatility relations. Chapter 4 demonstrates that the familiarity-based investment is driven by information with a unique online information interactive channel. Chapter 5 shows that the investor sentiment constructed by investor’s searching behavior can explain the excess comovement of stock returns. Chapter 6 illustrates the impact of happiness sentiment extracted from social media on stock market performance. In general, this dissertation addresses a timely important issue presented to us in this revolutionary information environment and takes an important step in highlighting the role of Internet Information in stock market.Programa de Doctorat en Economia i EmpresaUniversitat Jaume ITeglio, AndreaCincotti, SilvanoUniversitat Jaume I. Escola de Doctorat201720172016info:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/publishedVersion118 p.application/pdfapplication/pdfhttp://hdl.handle.net/10803/403439http://dx.doi.org/10.6035/14102.2016.612910TDX (Tesis Doctorals en Xarxa)reponame:TDR. Tesis Doctorales en Redinstname:CBUC, CESCAInglésADVERTIMENT. L'accés als continguts d'aquesta tesi doctoral i la seva utilització ha de respectar els drets de la persona autora. Pot ser utilitzada per a consulta o estudi personal, així com en activitats o materials d'investigació i docència en els termes establerts a l'art. 32 del Text Refós de la Llei de Propietat Intel·lectual (RDL 1/1996). Per altres utilitzacions es requereix l'autorització prèvia i expressa de la persona autora. En qualsevol cas, en la utilització dels seus continguts caldrà indicar de forma clara el nom i cognoms de la persona autora i el títol de la tesi doctoral. No s'autoritza la seva reproducció o altres formes d'explotació efectuades amb finalitats de lucre ni la seva comunicació pública des d'un lloc aliè al servei TDX. Tampoc s'autoritza la presentació del seu contingut en una finestra o marc aliè a TDX (framing). Aquesta reserva de drets afecta tant als continguts de la tesi com als seus resums i índexs.info:eu-repo/semantics/openAccessoai:www.tdx.cat:10803/4034392026-06-14T12:46:07Z |
| dc.title.none.fl_str_mv |
The role of internet in stock market |
| title |
The role of internet in stock market |
| spellingShingle |
The role of internet in stock market Shen, Dehua internet information stock market Bolsa internet Ciències socials, periodisme i documentació 339 |
| title_short |
The role of internet in stock market |
| title_full |
The role of internet in stock market |
| title_fullStr |
The role of internet in stock market |
| title_full_unstemmed |
The role of internet in stock market |
| title_sort |
The role of internet in stock market |
| dc.creator.none.fl_str_mv |
Shen, Dehua |
| author |
Shen, Dehua |
| author_facet |
Shen, Dehua |
| author_role |
author |
| dc.contributor.none.fl_str_mv |
Teglio, Andrea Cincotti, Silvano Universitat Jaume I. Escola de Doctorat |
| dc.subject.none.fl_str_mv |
internet information stock market Bolsa internet Ciències socials, periodisme i documentació 339 |
| topic |
internet information stock market Bolsa internet Ciències socials, periodisme i documentació 339 |
| description |
This dissertation introduces the concept of Internet Information and highlights its crucial role in stock market. At the beginning, I discuss the intrinsic relations between market efficiency and Internet Information and argue that Internet Information serves as a way of complementing the “data” for understanding the dynamics of stock market. In chapter 2, I give an overview of stock market predictions using Internet Information and put forward some research directions. Naturally, four short essays are presented to illustrate the utilization of Internet Information. In particular, Chapter 3 employs the news appeared in the Internet as the proxy for the rate of information flow and examines the nature of the information-volatility relations. Chapter 4 demonstrates that the familiarity-based investment is driven by information with a unique online information interactive channel. Chapter 5 shows that the investor sentiment constructed by investor’s searching behavior can explain the excess comovement of stock returns. Chapter 6 illustrates the impact of happiness sentiment extracted from social media on stock market performance. In general, this dissertation addresses a timely important issue presented to us in this revolutionary information environment and takes an important step in highlighting the role of Internet Information in stock market. |
| publishDate |
2016 |
| dc.date.none.fl_str_mv |
2016 2017 2017 |
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info:eu-repo/semantics/doctoralThesis info:eu-repo/semantics/publishedVersion |
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doctoralThesis |
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publishedVersion |
| dc.identifier.none.fl_str_mv |
http://hdl.handle.net/10803/403439 http://dx.doi.org/10.6035/14102.2016.612910 |
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http://hdl.handle.net/10803/403439 http://dx.doi.org/10.6035/14102.2016.612910 |
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Inglés |
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Inglés |
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info:eu-repo/semantics/openAccess |
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openAccess |
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118 p. application/pdf application/pdf |
| dc.publisher.none.fl_str_mv |
Universitat Jaume I |
| publisher.none.fl_str_mv |
Universitat Jaume I |
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TDX (Tesis Doctorals en Xarxa) reponame:TDR. Tesis Doctorales en Red instname:CBUC, CESCA |
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CBUC, CESCA |
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TDR. Tesis Doctorales en Red |
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TDR. Tesis Doctorales en Red |
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1869407216280272896 |
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15,223283 |