التفاصيل البيبلوغرافية
| العنوان: |
The Impact of Sentiment Indices on the Stock Exchange—The Connections between Quantitative Sentiment Indicators, Technical Analysis, and Stock Market. |
| المؤلفون: |
Dumiter, Florin Cornel, Turcaș, Florin, Nicoară, Ștefania Amalia, Bențe, Cristian, Boiță, Marius |
| المصدر: |
Mathematics (2227-7390); Jul2023, Vol. 11 Issue 14, p3128, 26p |
| مصطلحات موضوعية: |
STOCK price indexes, BEHAVIORAL economics, STOCKS (Finance), MARKET sentiment, FINANCIAL markets |
| مستخلص: |
The stock market represents one of the most complex mechanisms in the financial world. It can be seen as a living being with complex ways to enact, interact, evolve, defend, and respond to various stimuli. Technical analysis is one of the most complex techniques based on financial data's graphical aspects. News sentiment indices are very complex and highlight another important part of behavioral finance. In this study, we propose an integrated approach in order to determine the correlation between news sentiment indices, the stock market, and technical analysis. The research methodology focuses on the stock market's practical and quantitative aspects. In this sense, we have used the graphical representation of technical analysis and econometric modeling techniques such as VAR and Bayesian VAR. The results of the empirical modeling techniques and analysis reveal some important connections between the stock market and news sentiment indices on the US stock market. The conclusions of this study highlight a strong connection between news sentiment indices, technical analysis, and the stock market which suggests that the behavioral finance aspect is a very important aspect in the analysis of the stock market. [ABSTRACT FROM AUTHOR] |
|
Copyright of Mathematics (2227-7390) is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) |
| قاعدة البيانات: |
Complementary Index |
Full Text Finder