期刊论文、会议论文

Wen, Fenghua

英文

2014 SEVENTH INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION (CSO)

2158-799X

2014

428-430

7th International Joint Conference on Computational Sciences and Optimization (CSO)

International Joint Conference on Computational Sciences and Optimization

JUL 04-06, 2014

Beijing, PEOPLES R CHINA

[Wen, Fenghua] Cent S Univ, Sch Business, Changsha 410081, Hunan, Peoples R China.^[Yang, Jia] Changsha Univ Sci & Technol, Sch Econ & Management, Changsha 410004, Hunan, Peoples R China.

Natl Nat Sci Fdn China, Beijing Univ Chem Technol, Acad Math & Syst Sci, Chinese Acad Sci, Shaanxi Normal Univ, IntBusiness Sch, Sch Econ & Management, Harbin Engn Univ, Sch Automat, Beijing Univ Chem Technol, Centre Energy Chem Management, Chinese Acad Sci, Ctr Forecasting Sci, Chinese Acad Sci, Key Lab Management Decis & Informat Syst, Beijing Zhongke Markway Educ Technol Ctr, Syst Engn Soc China, Decis Sci Soc China, Beijing Operat Res Soc, Int Inst Decis Sci, Operat Res Soc China, Tech Comm Decis Sci, Chinese Soc Management Modernizat, Tech Comm Management & Decis Sci, Syst Engn Soc China, Tech Comm Financial Syst Engn, Chinese Soc Optimizat Overall Planning & Econ Math, Youth Branch, Chinese Soc Management Modernizat, Tech Comm Business Intelligence, Syst Engn Soc China, Youth Branch

Yu, L Zhu, Q Chai, J Wang, S

345 E 47TH ST, NEW YORK, NY 10017 USA

IEEE

978-1-4799-5372-1

10.1109/CSO.2014.146

本校为其他机构

In order to research the situation of the stock market extreme gains and extreme volatility how to have great influence on investor sentiment. This article selects the S&P 500 weekly closing price of American market and extracts yield and volatility sequences. Linear regression model is established on the basis of the difference between extreme and not extreme case to study the emotional change brought by extreme income and extreme volatility. The empirical results show: Except for the extreme negative earnings, other yield sequence can significantly stir up investor's mood, among which the no...