Evoluţia preţului unei acţiuni bazată pe analiza activităţii online a investitorilor
Journal Title: Revista Romana de Statistica - Year 2011, Vol 59, Issue 6
Abstract
Modelarea influenţei factorilor proveniţi din economia comportamentală, reprezentând de cele mai multe ori variabile calitative, impune abordări noi pentru a cuantificarea influenţei respective. Se prezintă o metodă de analiză tehnică pentru determinarea sensului randamentului viitor al unei acţiuni pe baza unui indicator agregat determinat prin utilizarea exclusivă a evoluţiei variabilelor înregistrate din activitatea online a investitorilor. Activitatea online se referă la numărul şi conţinutul mesajelor postate de către investitori pe portalurile dedicate analizei acţiunilor tranzacţionate pe bursele de valori.
Authors and Affiliations
Mihail Dumitru SACALĂ
Keywords
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