Specification of regression analysis of the impact of the information environment on the company's financial indicators

• Published in: Программные системы и вычислительные методы no. 3; pp. 31 - 44
• Main Authors: Konnikov, Evgenii Aleksandrovich, Polyakov, Prohor Aleksandrovich, Rodionov, Dmitrii Grigor'evich
• Format: Journal Article
• Language: English
• Published: 01.03.2025

The subject of the research is the development and experimental validation of a comprehensive regression specification designed for the quantitative assessment of the elasticity of market stock values to thematic information flows. The object of the research includes daily time series of thematic in...