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ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION

송준혁|이상기
한국수학교육학회|2017.11|이론수학과 교직수학 (Theoretical Mathematics and Pedagogical Mathematics)|제24권 제4호|pp. 227-241|DOI https://doi.org/10.7468/jksmeb.2017.24.4.227

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참고문헌

키워드

emotion analysissocial media dataKOSPI200.
주제분류수학

초록

The study investigates the stock market using emotion index calculated from SMD based on investors' emotion. In the VAR anlaysis, we nd that the correlation between the KOSPI200 return and emotion score sum is highest in 2- or 3- day lag. This study concludes that explanatory power of the SMD emotion index is limited in explaining the Korean stock market yet.

Abstract

The study investigates the stock market using emotion index calculated from SMD based on investors' emotion. In the VAR anlaysis, we nd that the correlation between the KOSPI200 return and emotion score sum is highest in 2- or 3- day lag. This study concludes that explanatory power of the SMD emotion index is limited in explaining the Korean stock market yet.

참고문헌 (14)

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