本文選題：網(wǎng)絡(luò)輿情　切入點(diǎn)：股價(jià)波動(dòng)　出處：《山東師范大學(xué)》2017年碩士論文

【摘要】：隨著互聯(lián)網(wǎng)的普及,網(wǎng)絡(luò)成為獲取資訊一個(gè)不可或缺的途徑,網(wǎng)絡(luò)輿情的傳播不僅影響著人們的生活,更對(duì)實(shí)體經(jīng)濟(jì)和虛擬經(jīng)濟(jì)的運(yùn)行產(chǎn)生著深遠(yuǎn)的影響。當(dāng)前對(duì)網(wǎng)絡(luò)輿情的研究層出不窮,對(duì)其研究主要集中在概念的界定以及標(biāo)準(zhǔn)分類方面,而網(wǎng)絡(luò)輿情對(duì)股市的影響研究還不是太成熟。本文為了探究網(wǎng)絡(luò)輿情對(duì)股價(jià)變動(dòng)的影響,選擇從人們?nèi)粘Ｊ褂米疃嗟奈⑿湃胧?研究微信平臺(tái)上的網(wǎng)絡(luò)輿情對(duì)股價(jià)變動(dòng)的影響。本文研究的主要問題是基于微信的網(wǎng)絡(luò)輿情對(duì)股價(jià)變動(dòng)影響。本文采用的主要方法有:事件研究法,數(shù)據(jù)挖掘技術(shù)。本文的研究順序是:首先對(duì)當(dāng)前的網(wǎng)絡(luò)輿情發(fā)展現(xiàn)狀進(jìn)行描述,闡述網(wǎng)絡(luò)輿情的重要作用,論證研究網(wǎng)絡(luò)輿情對(duì)股價(jià)波動(dòng)影響的必要性,然后介紹了國(guó)內(nèi)外對(duì)網(wǎng)絡(luò)輿情及其與股價(jià)之間變動(dòng)的研究現(xiàn)狀。接下來說明了本文網(wǎng)絡(luò)輿情數(shù)據(jù)的來源和衡量股價(jià)變動(dòng)的股票指標(biāo)選擇,介紹了所使用的主要研究方法——事件研究法。最后的實(shí)證分析部分列出了選取的樣本,利用數(shù)據(jù)挖掘技術(shù)獲取這些樣本的網(wǎng)絡(luò)輿情數(shù)據(jù)和股票數(shù)據(jù)并對(duì)其進(jìn)行描述性分析,得到定性結(jié)論,而后進(jìn)行量化討論,用數(shù)據(jù)證實(shí)網(wǎng)絡(luò)輿情對(duì)股價(jià)波動(dòng)確實(shí)存在影響。本文通過對(duì)數(shù)據(jù)進(jìn)行解讀得出如下的主要結(jié)論:首先,網(wǎng)絡(luò)輿情期一般持續(xù)10個(gè)自然日左右,并且輿情在爆發(fā)日之前會(huì)有少量的信息透漏。其次,正向輿情可導(dǎo)致股票交易量產(chǎn)生巨大波動(dòng)。特殊負(fù)向輿情雖然不會(huì)造成股票交易量的大幅度波動(dòng),但是會(huì)對(duì)股票交易量有一個(gè)延遲的沖擊,其沖擊不亞于事件日當(dāng)日的沖擊。再者,網(wǎng)絡(luò)輿情對(duì)于樣本股票波動(dòng)率的影響通常只會(huì)持續(xù)3個(gè)交易日左右,對(duì)收盤價(jià)格的沖擊6個(gè)交易日左右就可以恢復(fù),但是其對(duì)股票回報(bào)率的沖擊可持續(xù)10個(gè)交易日之久。最后,正向網(wǎng)絡(luò)輿情和普通負(fù)向網(wǎng)絡(luò)輿情對(duì)股票的平均收益率影響顯著。
[Abstract]:With the popularity of the Internet, the Internet has become an indispensable way to obtain information. The spread of Internet public opinion not only affects people's lives, It has a profound impact on the operation of the real economy and the virtual economy. At present, the research on network public opinion emerges in endlessly, and the research on it mainly focuses on the definition of concept and the standard classification. In order to explore the influence of Internet public opinion on stock price, we choose WeChat, which is the most widely used by people, in order to explore the influence of Internet public opinion on stock market. The main problem of this paper is the influence of online public opinion based on WeChat on stock price change. The main methods used in this paper are: event research method. Data mining technology. The research sequence of this paper is as follows: firstly, describe the current situation of network public opinion, expound the important role of network public opinion, demonstrate the necessity of studying the influence of network public opinion on stock price fluctuation. Then it introduces the domestic and foreign research status of network public opinion and its change with stock price. Then it explains the source of network public opinion data and the choice of stock index to measure the stock price change. In the last part of the empirical analysis, the selected samples are listed, the network public opinion data and stock data of these samples are obtained by using data mining technology, and the descriptive analysis is carried out. The qualitative conclusion is obtained, then the quantitative discussion is carried out, and the data is used to prove that the Internet public opinion does have an impact on the stock price volatility. This paper draws the following main conclusions by interpreting the data: first, The period of network public opinion generally lasts about 10 natural days, and the public opinion will have a small amount of information revealed before the outbreak day. Secondly, The positive public opinion can cause the stock trading volume to produce the huge fluctuation. Although the special negative public opinion will not cause the stock trading volume to fluctuate by a large margin, it will have a delayed impact on the stock trading volume. Its impact is no less than the impact on the day of the event. Moreover, the impact of network public opinion on the volatility of the sample stock usually lasts only about three trading days, and the impact on the closing price can be recovered after about six trading days. But its impact on the stock return can last for 10 trading days. Finally, the positive network public opinion and the ordinary negative network public opinion have a significant impact on the average stock yield.
【學(xué)位授予單位】：山東師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.51;G206

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