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Can big data help predict financial market dynamics? : evidence from the Korean stock market

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This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency...

Persistent link: https://www.econbiz.de/10011765063

Prediction of investor-specific trading trends in south korean stock markets using a bilstm prediction model based on sentiment analysis of financial news articles

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Can big data help predict financial market dynamics? : evidence from the Korean stock market

Pyo, Dong-Jin - In: East Asian economic review 21 (2017) 2, pp. 147-165

Persistent link: https://www.econbiz.de/10011701207