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News Media and Information Technology for Investment Activity: The Impact of Uncertainty Shocks ...

Dokument-Nr.:  F-ALWC

UNIDOG-Autor: Old-Dog

Zugehöriger Dozent(en):
(Nicht Verfasser des Dokuments)

Prof. Dr. Pfahler

Kauf- / Tauschwert: 25,00 €
Kategorie: Seminar-, Haus- und Abschlussarbeiten
Dokument-Typ: Abschlussarbeit (Note 1)
Seiten: 76
Semester: SS2015

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Inhalt / Beschreibung


News Media and Information Technology for Investment Activity: The Impact of Uncertainty Shocks on Stock Market Dynamics


Understanding the interrelationships of today’s activities on major stock markets is the main purpose of this thesis. A starting point was an multidimensional treatment of a published part of the Ph.D. thesis of Nicolas Bloom from 2009, where crises events of last decades have been investigated on a model including time-varying second moment components. Since the aftereffects of the Financial Crisis 2007 are still evident, this aspiration is considered as relevant for the derivation of the chosen hypothesis.

A data set of 40 years performance of the S&P 500 index, as a major economic indicator, was subject of an empirical investigation. This statistical study revealed indications of a downtrend of market reaction times.

The theoretical basis for the study was a review of model theoretical work relating to market efficiency such as investment methods, which are seen as established among participants of today’s stock trading. Special attention was directed on hu- man factors, as these influence the role of financial media coverage as well as the technological progress in the field of information and data exchange.


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