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題 名 | 以文字探勘分析社群網站對於股價之影響--以蘋果概念股為例=A Study of Using Social Network Based Text Mining Approach on Apple Concept Stocks |
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作 者 | 紀宗利; 李樑堅; 林意芸; 林意芸; | 書刊名 | 全球商業經營管理學報 |
卷 期 | 10 2018.09[民107.09] |
頁 次 | 頁1-12 |
分類號 | 563.54 |
關鍵詞 | 事件研究法; 社群網站; 蘋果供應鏈公司; 文字探勘; Event studies; Social media; Apple concept stock; Text mining; |
語 文 | 中文(Chinese) |
中文摘要 | 台灣是蘋果主要的供應鏈廠商,任何一點風吹草動亦可能會對供應鏈股價造成影響,因此本研究結合社群網站對於消息即時性的掌握程度應對於蘋果產業供應鏈,以事件研究法及異常報酬做為探討消息與發生事件之間將會對供應鏈廠商股價造成何謂影響,並進一步探討蘋果供應鏈公司之間的異常報酬,以補充過去研究對於概念股價值研究之不足,進而分析新訊息對企業價值的影響。過往文獻分析以單項產品為主軸,再進而檢驗相關公司股價異常報酬、或競爭對手與整體產業之影響,但在現代資訊普及化之下,很多即時消息能夠以最快速速度傳播,不論消息正確與否,供應鏈廠商為投資人關心利潤的主要關鍵。而以文字探勘尋找社群的文獻很多,不過深入以對於供應鏈廠商之股價反應提出分析的文獻很少,本研究結合文字探勘的優勢,以事件研究法分析蘋果公司重要之訊息及產業供應鏈廠商,實證其相關訊息對異常報酬之影響。並驗證在事件日宣布前幾天若有相關新聞出現,股價是否會有提前反應之效果。實證結果發現社群網站消息會確實反應在蘋果供應鏈的廠商,並且有提前反應的效果產生,而宣告日之後有過度反應產生負向的修正效果。 |
英文摘要 | Taiwan is Apple's main supply chain manufacturer. Any kind of turmoil may affect the supply chain's stock price. Therefore, this study combines the community website's mastery of the message's immediacy to the Apple industry supply chain, event research method and abnormal payment. As a discussion of what impact the news and events will have on the supply chain's stock price, and further explore the abnormal remuneration between Apple's supply chain companies, to supplement the lack of research on the value of the concept stocks in the past, and then analyze the new information the impact of corporate value. In the past, the literature analysis took the single product as the main axis, and then tested the abnormal remuneration of the relevant company's stock price, or the influence of competitors and the overall industry. There are many literatures for searching for the community in the form of text exploration. This study combines the advantages of text exploration and analyzes Apple's important information and industrial supply chain by event research method. Vendors demonstrate the impact of their related information on abnormal returns. And verify that if there is relevant news in the days before the announcement of the event day, the stock price will have the effect of reacting in advance. The empirical results show that the community website news will indeed reflect the manufacturers in the Apple supply chain, and the effect of early response is generated, and the overreaction after the announcement date has a negative correction effect. |
本系統中英文摘要資訊取自各篇刊載內容。