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ISSN : 3059-0604
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ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION
ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION
한국수학교육학회지시리즈B:순수및응용수학 / Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics, (P)3059-0604; (E)3059-1309
2017, v.24 no.4, pp.227-241
https://doi.org/10.7468/jksmeb.2017.24.4.227
Lee, Sanggi
(Department of Economics, Hankuk University of Foreign Studies)
Song, Joonhyuk (Department of Economics, Hankuk University of Foreign Studies)
Song, Joonhyuk (Department of Economics, Hankuk University of Foreign Studies)
Lee, Sanggi,
&
Song, Joonhyuk.
(2017). ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION, 24(4), 227-241, https://doi.org/10.7468/jksmeb.2017.24.4.227
Abstract
The study investigates the stock market using emotion index calculated from SMD based on investors' emotion. In the VAR anlaysis, we find 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.
- keywords
- social media data, emotion analysis, KOSPI200
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