基于网络大数据挖掘的实证资产定价研究进展

被引：18

作者：

张学勇

吴雨玲

机构：

[1] 中央财经大学金融学院

来源：

经济学动态 | 2018年 / 06期

关键词：

网络大数据; 资产定价; 投资者关注; 投资者情绪;

D O I：

暂无

中图分类号：

F831.51 []; TP311.13 [];

学科分类号：

1201 ;

摘要：

随着计算机科学的飞速发展和互联网的广泛使用,互联网记录了人们越来越多的网络行为,网络大数据为分析投资者关注和投资者情绪提供了可能,基于网络大数据挖掘的实证资产定价逐渐引起了国内外学者的重视。本文总结了近年文献中网络大数据与投资者关注和投资者情绪的主要研究方法,整理了基于四种类型网络大数据的研究,包括网络新闻数据、搜索引擎数据、社交网络数据和网络论坛数据,分析了投资者关注和投资者情绪对资产价格影响及其传递机制。

引用

页码：129 / 140

页数：12

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