Social media big data and capital markets-An overview

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43909952" target="_blank" >RIV/62156489:43110/16:43909952 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1016/j.jbef.2016.06.002" target="_blank" >http://dx.doi.org/10.1016/j.jbef.2016.06.002</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.jbef.2016.06.002" target="_blank" >10.1016/j.jbef.2016.06.002</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Social media big data and capital markets-An overview

Popis výsledku v původním jazyce

A growing body of research and practical applications employ social media data as the proxy for a complex behavior of a society. This paper provides an overview of academic research related to a link between social media and capital markets. The theoretical rationale of this relationship is predominantly defined by behavioral finance. Behavioral finance augments the standard model of efficient markets and considers less rational factors like investors&apos; sentiment or public mood as influential for asset pricing and capital market volatility. In this context, social media is a novel tool enabling the collection of data about such less rational factors at the level of a society. The paper introduces social media data from a technical and economic point of view. In addition, it contributes to the theoretical construction of the transmission mechanism between social media and capital markets currently missing in the literature. Subsequently, the paper summarizes the main findings in this field and outlines future challenges in this research.

Název v anglickém jazyce

Social media big data and capital markets-An overview

Popis výsledku anglicky

A growing body of research and practical applications employ social media data as the proxy for a complex behavior of a society. This paper provides an overview of academic research related to a link between social media and capital markets. The theoretical rationale of this relationship is predominantly defined by behavioral finance. Behavioral finance augments the standard model of efficient markets and considers less rational factors like investors&apos; sentiment or public mood as influential for asset pricing and capital market volatility. In this context, social media is a novel tool enabling the collection of data about such less rational factors at the level of a society. The paper introduces social media data from a technical and economic point of view. In addition, it contributes to the theoretical construction of the transmission mechanism between social media and capital markets currently missing in the literature. Subsequently, the paper summarizes the main findings in this field and outlines future challenges in this research.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

50204 - Business and management

Projekt

<a href="/cs/project/GA16-26353S" target="_blank" >GA16-26353S: Sentiment a jeho vliv na akciové trhy</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2016

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Behavioral and Experimental Finance

ISSN

2214-6350

e-ISSN

—

Svazek periodika

11

Číslo periodika v rámci svazku

September

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

9

Strana od-do

18-26

Kód UT WoS článku

000388016100004

EID výsledku v databázi Scopus

2-s2.0-84977151254