摘要
本研究构建了新冠疫情新闻情感词典,对每日新冠疫情新闻情感指标进行了科学测度,在此基础上研究了疫情新闻情感倾向与金融市场收益率的动态关系,并对疫情发生前同平台发布的新闻进行了对照研究。研究表明,疫情新闻的情感倾向对金融市场的收益率存在影响,其中前一期的疫情新闻情感倾向对于当期股票和债券市场收益率的影响是正向的,但影响持续期较短,其中疫情新闻情感倾向对债市的影响在当期就出现,而疫情新闻情感倾向对股市的影响一般在第二期才出现。
In this study,a COVID-19 news sentiment dictionary was constructed,and the daily COVID-19 news sentiment index was scientifically measured.On this basis,the dynamic relationship between emotional trend of COVID-19 news and the financial market returns was studied,and a comparative study on the news published on the same platform before the outbreak of COVID-19 was conducted.This study showed that the emotional tendency of the COVID-19 news had an impact on the yield of the financial market.The impact of the previous period on the yield of the current stock and bond market was positive,among them,the influence of emotional tendency of COVID-19 news on the bond market almost appeared in the current period,and the influence of emotional tendency of COVID-19 news on the stock market usually appeared in the second period.
作者
龙文
田嘉祺
李汭芹
LONG Wen;TIAN Jiaqi;LI Ruiqin(School of Economics and Management,University of Chinese Academy of Sciences,Beijing 100190;Research Center on Fictitious Economy&Data Science,Chinese Academy of Sciences,Beijing 100190;Key Laboratory of Big Data Mining&Knowledge Management,Chinese Academy of Sciences,Beijing 100190)
出处
《科技促进发展》
2022年第4期565-573,共9页
Science & Technology for Development
基金
2018年国家自然科学基金面上项目(71771204):面向金融市场的多源异构数据知识表示与应用研究,负责人:龙文
2020年中央高校基本科研业务费专项资金(E0E48946X2):基于多源异构数据的金融市场风险诊断与传导机制研究,负责人:龙文。
关键词
新冠疫情
新闻
情感倾向
金融市场
COVID-19
news
emotional tendency
financial market
