웹 뉴스의 양과 주가의 관계에 관한 연구

• 영문명: A Study on the Relation of Web News and Stock Price
• 발행기관: 한국IT서비스학회
• 저자명: 김상수(Sang Soo Kim) 남달우(Dal-Woo Nam) 조현(Hyeon Jo) 김성희(Soung Hie Kim)
• 간행물 정보: 『한국IT서비스학회지』한국IT서비스학회지 제11권 제3호, 191~203쪽, 전체 13쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2012.09.30

영문 초록

In the stock market, the investors rely on stock information to trade. Good information may stimulate buying, raising the stock prices and the bad information may result in selling, decreasing the stock prices. In terms of the relationship between information and stock prices, stock prices can be viewed as reaction of investors to all the information flowing into the market. The significant increase of web stock news volume is often associated with the significant changes of stock prices. When the web stock news volume for a firm increases significantly, the stock price movement is often oscillatory. This paper attempts to investigate the relationship between volumes of information from Korean web IT and stock prices in Korean stock market. This research shows that when the web stock news volume increases significantly, volatility, trading volumes and rate of returns are increase too. The results of the study provide us with the new clues to the microstructure of the stock market from the perspective of the web news.

목차

Abstract

1. 서론

2. 선행 연구

3. 연구 가설

4. 자료 수집 및 분석 방법

5. 분석 결과

6. 결론

참고문헌

저자소개

키워드

Web Stock News News Volume Stock Price Volatility Trading Volumes Rate of Returns