Difference between revisions of "Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement"
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Latest revision as of 14:21, 22 December 2019
Authors | Pengyu Wei Ning Wang |
|---|---|
Publication date | 2016 |
DOI | 10.1145/2872518.2890089 |
Links | Original |
Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement - scientific work related to Wikipedia quality published in 2016, written by Pengyu Wei and Ning Wang.
Overview
Vast volumes of online information related to news stories, blogs and online social media have an observable effect on investor's opinions towards financial markets. But do these particular information reflect or impact people's decision-making in investment? This paper investigates whether data generated from Internet usage can be used to predict the movements in the financial market. Authors provide evidence that data on how often a company's Wikipedia page is being viewed is linked to its subsequent performance in the stock market. Authors then develop a portfolio in line with the Wikipedia usages and demonstrate that investment strategy based on Wikipedia views is profitable both financially and statistically. Authors finding implies that online web data such as Wikipedia presents an alternative insights on collecting and quantifying investor's sentiments towards financial markets, which can be further employed as a timely approximation of investor's behaviours in decision-making.
Embed
Wikipedia Quality
Wei, Pengyu; Wang, Ning. (2016). "[[Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement]]". International World Wide Web Conferences Steering Committee. DOI: 10.1145/2872518.2890089.
English Wikipedia
{{cite journal |last1=Wei |first1=Pengyu |last2=Wang |first2=Ning |title=Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement |date=2016 |doi=10.1145/2872518.2890089 |url=https://wikipediaquality.com/wiki/Wikipedia_and_Stock_Return:_Wikipedia_Usage_Pattern_Helps_to_Predict_the_Individual_Stock_Movement |journal=International World Wide Web Conferences Steering Committee}}
HTML
Wei, Pengyu; Wang, Ning. (2016). "<a href="https://wikipediaquality.com/wiki/Wikipedia_and_Stock_Return:_Wikipedia_Usage_Pattern_Helps_to_Predict_the_Individual_Stock_Movement">Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement</a>". International World Wide Web Conferences Steering Committee. DOI: 10.1145/2872518.2890089.
