Share price trend based on analysis of investor’s online activity

The desire of modeling the influence coming from behavioral economics, representing mostly qualitative variables, requires new approaches to quantify this influence. In this paper we present an analytical method for determining the direction of the share future return using an aggregate indicator ca...

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Bibliographic Details
Main Author: Mihail Dumitru SACALĂ
Format: Article
Language:English
Published: Romanian National Institute of Statistics 2011-07-01
Series:Revista Română de Statistică
Subjects:
Online Access:http://www.revistadestatistica.ro/Articole/2011/art5_en_rrs%206_2011.pdf