基于行为资产定价理论对疫情期间大众情绪指数与证券市场波动关系的分析
首发时间:2020-12-08
摘要:2020年爆发的新冠肺炎疫情一度成为社会热点话题。本文将以央视新闻微博为例,对疫情期间的网友评论文本数据进行分析,通过模型计算出情绪指数以及其波动情况,并将情绪指数的波动和对应时间证券市场上的大盘指数波动进行相关性分析,得出相应的结论,并主要用行为金融学理论中的行为资产定价理论对这一现象的产生做出解释。
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The analysis of the relationship between the mass sentiment index and the stock market volatility during the epidemic period based on behavioral asset pricing theory
Abstract:The COVID-19 outbreak in 2020 once became a hot topic in society.This article will take the CCTV news weibo as an example, analyzed during the outbreak of the net friend comment on text data, through the model to calculate the sentiment index and its volatility, and the sentiment index of stock market volatility and the corresponding time on the market index fluctuation correlation analysis, the corresponding conclusion, and the main behavioral asset pricing theory in the behavioral finance theory to explain this phenomenon.
Keywords: Behavioral finance Emotional index Securities market Big data
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基于行为资产定价理论对疫情期间大众情绪指数与证券市场波动关系的分析
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