The 1st Frontier Forum for Digital Technology and Finance
Topic: |
Time Heterogeneity of Online Search on Stock Yields |
Speaker: |
Professor Qiang Ye Dean of the School of Economics and Management, Harbin Institute of Technology Director of the Fintech Research Institute of Shenzhen Harbin Institute of Technology |
Host: |
Professor Yongbin Lv Vice Dean of the School of Finance, ZUEL Deputy Director of the Innovation and Talent Base for Digital Technology and Finance |
Time: |
15:00 - 16:30, March 30 (Wed.), 2022 |
Location: |
VooV Meeting (152-902-789) |
Abstract:
This study explores the problem of search heterogeneity from the time dimension and finds that the search from Monday to Friday is quite different from the search on Saturday and Sunday, and the search on Saturday and Sunday has a stronger association with stock trading and proposed a new search index accordingly. Empirical findings reveal the root cause of the problem that using search volume to represent attention only applies to small companies but not too large companies, addressing the issue that large S&P 500 stocks in research in this area are not significant to online searches.
Speaker Introduction:
Qiang Ye, Dean of the School of Economics and Management of Harbin Institute of Technology, Distinguished Professor of Changjiang Scholars, Director of the Fintech Research Institute of Shenzhen Harbin Institute of Technology. He is also the Vice Chairman of the Management Science and Engineering Society, Chairman of the Big Data and Business Analysis Research Association, Vice Chairman of the China Information Economics Association, Chairman of the Financial Technology Professional Committee, Member of the National Key Special Blockchain Expert Group of the Ministry of Science and Technology, the 6th National Member of the MBA Teaching Guidance Committee, member of the 7th Academic Degree Committee of the State Council Discipline Evaluation Group. His main research fields are digital economy, artificial intelligence, big data analysis, financial technology, etc. In recent years, he has published more than 60 papers in ISR, POM, JMIS, TM, JFM, and other journals. In 2012, he was awarded the National Science Fund for Distinguished Young Scholars. In 2017, he won the China Information Economics Wu Jiapei Award. Selected as Elsevier China Highly Cited Scholars in 2015-2020.
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