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Influencia de los mensajes de Twitter sobre el Ibex 35

Author

Listed:
  • Raúl Gómez Martínez

    (Universidad Rey Juan Carlos de Madrid)

  • Paola Plaza Casado

    (Universidad Rey Juan Carlos de Madrid)

  • Consolación Quintana Rojo

    (Universidad de Castilla-La Mancha)

  • Camilo Prado Román

    (Universidad Rey Juan Carlos de Madrid)

Abstract

El sentimiento del inversor puede fluctuar a lo largo del tiempo variando los niveles de aversión o tolerancia al riesgo, afectando a la evolución de los mercados financieros. Con el desarrollo de Internet y las redes sociales han surgido aproximaciones para medir este sentimiento del inversor convirtiéndose en un instrumento m.s a utilizar en el análisis bursátil. En este estudio proponemos un modelo econométrico que mide el efecto de los mensajes de Twitter sobre los valores del Ibex 35. Las regresiones realizadas demuestran que el sentimiento del inversor es una variable significativa para explicar la cotización de las acciones del Ibex y que cada Tweet positivo o negativo tiene una influencia sobre la cotización del valor que menciona que oscila entre un punto básico para los valores grandes y líquidos, y 18 puntos básicos de los valores de pequeÒa capitalización.

Suggested Citation

  • Raúl Gómez Martínez & Paola Plaza Casado & Consolación Quintana Rojo & Camilo Prado Román, 2016. "Influencia de los mensajes de Twitter sobre el Ibex 35," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 2(1), pages 24-39, July.
    • Handle: RePEc:snh:journl:v:2:y:2016:i:1:p:24-39
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    References listed on IDEAS

    as
    1. Clive W.J. Granger, 2004. "Time Series Analysis, Cointegration, and Applications," American Economic Review, American Economic Association, vol. 94(3), pages 421-425, June.
    2. Hakan Berument & Esin Gšzpinar & Basak Ceylan, 2006. "Performance of Soccer on the Stock Market:Evidence from Turkey," Working Papers 0606, Department of Economics, Bilkent University.
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