What can Wikipedia and Google tell us about stock prices under diferent market regimes?
Cergol, Boris, 1983- ; Omladič, Matjaž
V zadnjih petih letih je bilo posvečeno presenetljivo veliko pozornosti možni povezavi med iskanjem podatkov na spletu in cenami delnic. Glavni cilj članka je pokazati, da je ta povezava lahko zelo ...odvisna od različnih režimov trga, to je ali je trg medvedji ali bikovski. Obravnavamo tri vrste iskanja podatkov na spletu (relativno frekvenco iskanja v Googlu kratice delnice podjetja, relativno frekvenco iskanja v Googlu imena podjetja ter obiskov člankov na Wikipedija o posameznih podjetjih) in precej velik vzorec podjetij, ki so zajeta v S & P 500 indeksu. Odkrili smo dva vzorca v ceni delnic: v medvedjem trgu opazimo tako imenovano "veselo mrščenje", v bikovskem trgu pa "kisel nasmeh". Oba vzorca sta posebno opazna zlasti za iskanje podatkov na Wikipediji. Predlagamo trgovalno strategijo, ki izkorišča te nove vzorce in prinaša do 17% povprečni letni donos na vzorčne delnice v obdobju od 2008 do 2013.
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