The Volatility of the Stock Market and News
نویسنده
چکیده
The volatility of stock market indicators goes beyond anyones reasonable explanations. Industry performance, economic, and political changes are among the major factors that can affect the stock market. This paper focuses on the effect of news that surfaces throughout the day in the stock market. While there are many influences behind the constant changes in stock market performance, we can statistically analyze the influence of news on the DJIA, NASDAQ, and S&P 500. From the analysis of the data collected over a ten-week period of time, we were able to conclude that there is an association between news items and the market fluctuations, measured by an increase, a decrease, or unchanged. The association between the market fluctuations of the DJIA and crude oil stock prices is adequately explored to obtain a regression model in this paper.
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تاریخ انتشار 2007