媒体报道与股票收益的脉冲响应分析

2014 Eighth International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing Pub Date : 2014-07-02 DOI:10.1109/IMIS.2014.83

Kuei-Yuan Wang, Chien-Kuo Chen, Hsiao-Chi Wei

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引用次数: 0

摘要

本研究采用向量自回归方法研究脉冲响应效应。我们的实证结果表明，媒体报道的数量和信号对股票收益有影响。然而，企业发布假新闻可能是为了达到某种目的。因此，本研究建议投资者在进行投资决策时也应更加关注媒体报道的真实性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Media Coverage and Stock Return an Impulse Response Analysis

This study utilized Vector Auto-regression method to investigate the impulse response effect. Our empirical results showed that the amount and signal of media coverage have impact on stock return. However, enterprises might release the fake news to attain some purposes. Hence, this study suggests that investors also should pay more attention to the truth of the media coverage while making the investment decisions.

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2014 Eighth International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing

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