An empirical research on the effect of mass media on stock market

大众传媒对股市影响的实证研究

• 批准号: 20730213
• 负责人: AMAN Hiroyuki
• 金额: $ 2.58万
• 依托单位: Nagasaki University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Young Scientists (B)
• 财政年份: 2008
• 资助国家: 日本
• 起止时间: 2008 至 2010
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-20730213/
• 关键词: ファイナンス; 金融論; 株式市場

In this study, I empirically examined that the frequency and concentration of media coverage on newspapers prompt the extremely large fall of stock price (crash). This evidence shows that the intermediation of information via mass media is likely to enhance the rapid reflection of corporate information over short interval. The research was presented as "An Empirical Analysis of the Effect of Media Coverage on Stock Price Crashes : Evidence from Japan" in domestic and international conferences.

在这项研究中，我实证检验了媒体对报纸的报道频率和集中度导致了股价的极大跌幅(崩盘)。这一证据表明，通过大众媒体进行信息的中介可能会在短时间内增强对企业信息的快速反映。这项研究在国内外会议上被称为《媒体报道对股价崩盘影响的实证分析：来自日本的证据》。

项目成果

Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage: Evidence from Japanese firms

• DOI: 10.1016/j.japwor.2010.06.009
• 发表时间: 2011
• 期刊: Japan and the World Economy
• 影响因子: 1.3
• 作者: Hiroyuki Aman

An Empirical Analysis of the Effect of Media Coverage on Stock Price Crashes : Evidence from Japan

媒体报道对股价暴跌影响的实证分析：来自日本的证据

• 发表时间: 2010
• 作者: Kano;T.;Nason;J.M.;中田真佐男;柴本昌彦;Hiroyuki Aman;中田真佐男;James M. Nason and Takashi Kano;柴本昌彦;James M. Nason and Takashi Kano;Hiroyuki Aman
• 通讯作者: Hiroyuki Aman