本文選題：網(wǎng)絡(luò)輿情　切入點：股價波動　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,更對實體經(jīng)濟和虛擬經(jīng)濟的運行產(chǎn)生著深遠的影響。當(dāng)前對網(wǎng)絡(luò)輿情的研究層出不窮,對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)輿情對股價變動的影響,選擇從人們?nèi)粘Ｊ褂米疃嗟奈⑿湃胧?研究微信平臺上的網(wǎng)絡(luò)輿情對股價變動的影響。本文研究的主要問題是基于微信的網(wǎng)絡(luò)輿情對股價變動影響。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:首先對當(dāng)前的網(wǎng)絡(luò)輿情發(fā)展現(xiàn)狀進行描述,闡述網(wǎng)絡(luò)輿情的重要作用,論證研究網(wǎng)絡(luò)輿情對股價波動影響的必要性,然后介紹了國內(nèi)外對網(wǎng)絡(luò)輿情及其與股價之間變動的研究現(xiàn)狀。接下來說明了本文網(wǎng)絡(luò)輿情數(shù)據(jù)的來源和衡量股價變動的股票指標(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)并對其進行描述性分析,得到定性結(jié)論,而后進行量化討論,用數(shù)據(jù)證實網(wǎng)絡(luò)輿情對股價波動確實存在影響。本文通過對數(shù)據(jù)進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個自然日左右,并且輿情在爆發(fā)日之前會有少量的信息透漏。其次,正向輿情可導(dǎo)致股票交易量產(chǎn)生巨大波動。特殊負(fù)向輿情雖然不會造成股票交易量的大幅度波動,但是會對股票交易量有一個延遲的沖擊,其沖擊不亞于事件日當(dāng)日的沖擊。再者,網(wǎng)絡(luò)輿情對于樣本股票波動率的影響通常只會持續(xù)3個交易日左右,對收盤價格的沖擊6個交易日左右就可以恢復(fù),但是其對股票回報率的沖擊可持續(xù)10個交易日之久。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)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.51;G206

【參考文獻】

相關(guān)期刊論文 前10條

1 武建新;王仕宏;華一;;基于計量分析的負(fù)面網(wǎng)絡(luò)輿情對上市公司價值的影響[J];當(dāng)代會計;2015年07期

2 張棟凱;齊佳音;;基于微博的企業(yè)突發(fā)危機事件網(wǎng)絡(luò)輿情的股價沖擊效應(yīng)[J];情報雜志;2015年03期

3 朱健;;網(wǎng)絡(luò)輿情與上市公司股價的相關(guān)性研究[J];稅收經(jīng)濟研究;2015年01期

4 史青春;徐露瑩;;負(fù)面輿情對上市公司股價波動影響的實證研究[J];中央財經(jīng)大學(xué)學(xué)報;2014年10期

5 曾潤喜;王晨曦;陳強;;網(wǎng)絡(luò)輿情傳播階段與模型比較研究[J];情報雜志;2014年05期

6 王建亞;宇文姝麗;;網(wǎng)絡(luò)輿情生態(tài)系統(tǒng)的構(gòu)成及運行機制研究[J];情報理論與實踐;2014年01期

7 王國華;馮偉;王雅蕾;;基于網(wǎng)絡(luò)輿情分類的輿情應(yīng)對研究[J];情報雜志;2013年05期

8 王平;謝耘耕;;突發(fā)公共事件網(wǎng)絡(luò)輿情的形成及演變機制研究[J];現(xiàn)代傳播(中國傳媒大學(xué)學(xué)報);2013年03期

9 陳靜;張曉明;;資本市場傳聞信息與股價異動研究[J];蘭州學(xué)刊;2010年05期

10 曾潤喜;;我國網(wǎng)絡(luò)輿情研究與發(fā)展現(xiàn)狀分析[J];圖書館學(xué)研究;2009年08期

相關(guān)碩士學(xué)位論文 前3條

1 王馨慧;網(wǎng)絡(luò)輿情演變過程與規(guī)律研究[D];渤海大學(xué);2014年

2 徐琳;網(wǎng)絡(luò)輿情對股價波動影響的實證研究[D];西南財經(jīng)大學(xué);2013年

3 羅娟;網(wǎng)絡(luò)輿情熱點事件中的網(wǎng)民行為研究[D];華中科技大學(xué);2011年

，

本文編號：1689835