최소 단어 이상 선택하여야 합니다.
최대 10 단어까지만 선택 가능합니다.
다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기한국전자거래학회지 = The Journal of Society for e-Business Studies, v.26 no.3, 2021년, pp.33 - 53
손권상 (School of Management, Kyung Hee University) , 권오병 (School of Management, Kyung Hee University)
In the crossroads of social change caused by the spread of the Fourth Industrial Revolution and the prolonged COVID-19, the Korean government announced the Digital New Deal policy on July 14, 2020. The Digital New Deal policy's primary goal is to create new businesses by accelerating digital transfo...
Ayele, A. W., Gabreyohannes, E., and Tesfay, Y. Y., "Macroeconomic determinants of volatility for the gold price in Ethiopia: the application of GARCH and EWMA volatility models," Global Business Review, Vol. 18, No. 2, pp. 308-326, 2017.
Bank, M., Larch, M., and Peter, G., "Google search volume and its influence on liquidity and returns of German stocks," Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 239-264, 2011.
Campbell, J. Y., Lettau, M., Malkiel, B. G., and Xu, Y., "Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk," The Journal of Finance, Vol. 56, No. 1, pp. 1-43, 2001.
Da, Z., Engelberg, J., and Gao, P., "In search of attention," The Journal of Finance, Vol. 66, No. 5, pp. 1461-1499, 2011.
Daniel, K., Hirshleifer, D,. and Subrahmanyam, A., "Investor psychology and security market under-and overreactions," The Journal of Finance, Vol. 53, No. 6, pp. 1839-1885, 1998.
De Vreese, C. H. and Boomgaarden, H., "News, political knowledge and participation: The differential effects of news media exposure on political knowledge and participation," Acta Politica, Vol. 41, No. 4, pp. 317-341, 2006.
Engle, R. F. and Granger, C. W., "Co-integration and error correction: representation, estimation, and testing," Econometrica, Vol. 55, No. 2, pp. 251-276, 1987.
Entman, R. M., "Framing bias: Media in the distribution of power," Journal of Communication, Vol. 57, No. 1, pp. 163-173, 2007.
Entman, R. M., "Theorizing mediated public diplomacy: The US case," The International Journal of Press/Politics, Vol. 13, No. 2, pp. 87-102, 2008.
Fama, E. F., "Efficient capital markets: A review of theory and empirical work," The Journal of Finance, Vol. 25, No. 2, pp. 383-417, 1970.
Granger, C. W., "Investigating causal relations by econometric models and crossspectral methods," Econometrica, Vol. 37, No. 3, pp. 424-438, 1969.
Heston, S. L. and Sinha, N. R., "News vs. sentiment: Predicting stock returns from news stories," Financial Analysts Journal, Vol. 73, No. 3, pp. 67-83, 2017.
Hong, H. and Stein, J. C., "A unified theory of underreaction, momentum trading, and overreaction in asset markets," The Journal of Finance, Vol. 54, No. 6, pp. 2143-2184, 1999.
Kahneman, D. and Tversky, A., "Prospect theory: An analysis of decision under risk," Econometrica, Vol. 47, No. 2, pp. 263-292, 1979.
Kim, M., Ryu, J., Cha, D. and Sim, M. K., "Stock Price Prediction Using Sentiment Analysis: from "Stock Discussion Room" in Naver," The Journal of Society for eBusiness Studies, Vol. 25, No. 4, pp. 61-75, 2020.
Kim, R., "An empirical study on the relation between search volume, investors trading, and stock returns," Korean Journal of Financial Engineering, Vol. 17, No. 2, pp. 53-85, 2018.
Kim, S. J. and Cheong, Y. G., "A study on the characteristics of political bias of Korean press: Focused on the analysis of 19th presidential election coverage," Korean Journal of Communication & Information, Vol. 88, pp. 110-145, 2018.
Kim, Y. M., Jeong, S. J., and Lee, S. J., "A study on the stock market prediction based on sentiment analysis of social media," Entrue Journal of Information Technology, Vol. 13, No. 3, pp. 59-59, 2014.
Ko, K. S., Paek, M. Y. and Ha, Y. J., "The dynamics of market information, equity fund returns, and its cash flows: Individual fund level analysis using structural vector auto-regression," Korean Journal of Financial Studies, Vol. 40, No. 4, pp. 609-643, 2011.
Lee, J. H., "The effect of news audience's biased media perception on their evaluation of the media's fairness: A comparative analysis among congenial, neutral, and hostile media," Korean Journal of Journalism & Communication Studies, Vol. 59, No. 1, pp. 7-36, 2015.
Lee, J. W., Hong, J. B., and Jeong, H. J., "Vitalizing KONEX through reducing informational asymmetry," Korean Journal of Financial Studies, Vol. 43, No. 1, pp. 305-325, 2014.
Lee, W. and Roh, S., "From 'What to Think about' to 'When to Think': A time series analysis on the temporal gap in the Interinfluences among the real-world economy, economic news, and mass economic judgment," Korean Journal of Journalism and Communication Studies, Vol. 52, No. 5, pp. 320-345, 2008.
Li, X., Xie, H., Chen, L., Wang, J., and Deng, X., "News impact on stock price return via sentiment analysis," Knowledge-Based Systems, Vol. 69, pp. 14-23, 2014.
Liang, X., "Mining associations between web stock news volumes and stock prices," International Journal of Systems Science, Vol. 37, No. 13, pp. 919-930, 2006.
Liu, D. Y., Chen, S. W., and Chou, T. C., "Resource fit in digital transformation: Lessons learned from the CBC Bank global e-banking project," Management Decision, Vol. 49, No. 10, pp. 1728-1742, 2011.
Liu, L. and Zhang, T., "Economic policy uncertainty and stock market volatility," Finance Research Letters, Vol. 15, pp. 99-105, 2015.
Moon, G. H., "The relation between price changes, volatilities and trading volume changes in Korean Stock Market," Korean Journal of Business Administration, Vol. 19, No. 4, pp. 1441-1460, 2006.
Nambisan, S., Wright, M. and Feldman, M., "The digital transformation of innovation and entrepreneurship: Progress, challenges and key themes," Research Policy, Vol. 48, No. 8, pp. 103773, 2019.
Park, K. M., "A research on change of issue attention by competition of public issues," Korean Public Administration Review, Vol. 36, No. 3, pp. 57-75, 2002.
Park, S., Lee, I. and Lee, Y. G., "A perspective on the causality between fluctuation of international crude oil price and household consumption change in use of Vector Auto-Regression(VAR)," Innovation Studies, Vol. 12, No. 1, pp. 143-166, 2017.
Pastor, L. and Veronesi, P., "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Vol. 81, No. 1, pp. 61-100, 2006.
Pastor, L. and Veronesi, P., "Uncertainty about government policy and stock prices," The Journal of Finance, Vol. 67, No. 4, pp. 1219-1264, 2012.
Preis, T., Reith, D., and Stanley, H. E., "Complex dynamics of our economic life on different scales: insights from search engine query data," Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 368, No. 1933, pp. 5707-5719, 2010.
Schoenherr, D., "Political connections and allocative distortions," The Journal of Finance, Vol. 74, No. 2, pp. 543-586, 2019.
Sims, C. A., "Macroeconomics and reality," Econometrica, Vol. 48, No. 1, pp. 1-48. 1980.
Yun, S. Y., Ku, B., and Eom, Y. H., "Empirical investigation on the relationship of firm-volatility and the cross-section of stock returns," Asian Review of Financial Research, Vol. 24, No. 1, pp. 91-131, 2011.
*원문 PDF 파일 및 링크정보가 존재하지 않을 경우 KISTI DDS 시스템에서 제공하는 원문복사서비스를 사용할 수 있습니다.
오픈액세스 학술지에 출판된 논문
※ AI-Helper는 부적절한 답변을 할 수 있습니다.