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  • P-ISSN1226-0657
  • E-ISSN2287-6081
  • KCI

ISSN : 1226-0657

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Vol.24 No.4

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ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2017, v.24 no.4, pp.227-241
https://doi.org/10.7468/jksmeb.2017.24.4.227
Lee, Sanggi
Song, Joonhyuk
Lee,, S. , & Song,, J. (2017). ANALYZING CONTENTS OF MARKET SENTIMENT BASED ON INVESTERS' EMOTION. Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, 24(4), 227-241, https://doi.org/10.7468/jksmeb.2017.24.4.227

Abstract

The study investigates the stock market using emotion index calculated from SMD based on investors' emotion. In the VAR anlaysis, we find that the correlation between the KOSPI200 return and emotion score sum is highest in 2- or 3- day lag. This study concludes that explanatory power of the SMD emotion index is limited in explaining the Korean stock market yet.

keywords
social media data, emotion analysis, KOSPI200

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics

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