PhD Lecturer Mihail Dumitru Sacală
Academy of Economic Studies, Bucharest
Abstract
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 calculated based exclusively on the trend of registered variables from investor’s online activity. This online activity refers to the number and content of messages posted by investors on shares analysis dedicated web blogs.
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