DC Field | Value | Language |
---|---|---|
dc.contributor.author | Choi, Insu | ko |
dc.contributor.author | Kim, Woo Chang | ko |
dc.date.accessioned | 2021-07-06T04:30:09Z | - |
dc.date.available | 2021-07-06T04:30:09Z | - |
dc.date.created | 2021-07-05 | - |
dc.date.created | 2021-07-05 | - |
dc.date.created | 2021-07-05 | - |
dc.date.issued | 2021-06 | - |
dc.identifier.citation | ENTROPY, v.23, no.6 | - |
dc.identifier.issn | 1099-4300 | - |
dc.identifier.uri | http://hdl.handle.net/10203/286422 | - |
dc.description.abstract | Politically-themed stocks mainly refer to stocks that benefit from the policies of politicians. This study gave the empirical analysis of the politically-themed stocks in the Republic of Korea and constructed politically-themed stock networks based on the Republic of Korea's politically-themed stocks, derived mainly from politicians. To select politically-themed stocks, we calculated the daily politician sentiment index (PSI), which means politicians' daily reputation using politicians' search volume data and sentiment analysis results from politician-related text data. Additionally, we selected politically-themed stock candidates from politician-related search volume data. To measure causal relationships, we adopted entropy-based measures. We determined politically-themed stocks based on causal relationships from the rates of change of the PSI to their abnormal returns. To illustrate causal relationships between politically-themed stocks, we constructed politically-themed stock networks based on causal relationships using entropy-based approaches. Moreover, we experimented using politically-themed stocks in real-world situations from the schematized networks, focusing on politically-themed stock networks' dynamic changes. We verified that the investment strategy using the PSI and politically-themed stocks that we selected could benchmark the main stock market indices such as the KOSPI and KOSDAQ around political events. | - |
dc.language | English | - |
dc.publisher | MDPI | - |
dc.title | Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case | - |
dc.type | Article | - |
dc.identifier.wosid | 000665283500001 | - |
dc.identifier.scopusid | 2-s2.0-85108380634 | - |
dc.type.rims | ART | - |
dc.citation.volume | 23 | - |
dc.citation.issue | 6 | - |
dc.citation.publicationname | ENTROPY | - |
dc.identifier.doi | 10.3390/e23060734 | - |
dc.contributor.localauthor | Kim, Woo Chang | - |
dc.description.isOpenAccess | Y | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | politically-themed stock | - |
dc.subject.keywordAuthor | sentiment analysis | - |
dc.subject.keywordAuthor | transfer entropy | - |
dc.subject.keywordAuthor | network analysis | - |
dc.subject.keywordAuthor | investment strategy | - |
dc.subject.keywordPlus | INFORMATION-FLOW | - |
dc.subject.keywordPlus | NETWORK ANALYSIS | - |
dc.subject.keywordPlus | ASSET-ALLOCATION | - |
dc.subject.keywordPlus | SYSTEMIC RISK | - |
dc.subject.keywordPlus | EQUITY | - |
dc.subject.keywordPlus | ECONOPHYSICS | - |
dc.subject.keywordPlus | ESTIMATOR | - |
dc.subject.keywordPlus | PAGERANK | - |
dc.subject.keywordPlus | RETURNS | - |
dc.subject.keywordPlus | TIME | - |
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