112-124

• Sacală, Mihail Dumitru

The values of endogenous variables: price and trading volume for shares listed on a stock exchange can be determined by modeling the exogenous variables from the online activity of investors. This online activity refers to the number and content of messages posted by investors on shares analysis dedicated web sites. The evolution of the comments made by investors upon the articles which have as subject the capital market is a key element in analyzing the investor's online activity. The determined indicators examine the frequency of these messages and votes obtained by each of them from other participants in online discussion.

• Economics and Business
• Computer and information sciences

• Finance
• Statistics

asset pricing, behavioral finance, qualitative variables, investors

Περιέχει πίνακες και βιβλιογραφία, JEL Classification Codes: G - Financial Economics, G12 - Asset Pricing; Trading volume; Bond Interest Rates