title: ÐÐ»Ð¸ÑÐ½Ð¸Ðµ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÑÐµÐ´Ñ Ð½Ð° Ð´Ð¸Ð½Ð°Ð¼Ð¸ÐºÑ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: The influence of the information environment on the dynamics of the stock market
Creators: name: Ð¡Ð¾ÑÐ¾ÐºÐ¸Ð½, ÐÐ¸ÐºÑÐ¾Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2024
Subjects: Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÑÐµÐ´Ð°
ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐ¹ ÑÑÐ½Ð¾Ðº
Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ðµ Ð¿ÑÐ¾ÑÑÑÐ°Ð½ÑÑÐ²Ð¾
Ð´Ð¸Ð½Ð°Ð¼Ð¸ÐºÐ° ÐºÐ¾ÑÐ¸ÑÐ¾Ð²Ð¾Ðº
Ð½Ð¾Ð²Ð¾ÑÑÐ¸
Ð¿Ð¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÐ¾Ð²
ÑÐ°ÑÑÐ½ÑÐµ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÑ
ÑÐ¾ÑÐ¸Ð°Ð»ÑÐ½ÑÐµ ÑÐµÑÐ¸
ÑÐ¾Ð½Ð°Ð»ÑÐ½Ð¾ÑÑÑ Ð½Ð¾Ð²Ð¾ÑÑÐµÐ¹
information environment
stock market
information space
price dynamics
news
investor behavior
private investors
social networks
news tone

description: ÐÐ±ÑÐµÐºÑÐ¾Ð¼ Ð´Ð°Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ Ð²ÑÑÑÑÐ¿Ð°ÐµÑ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ðµ Ð¿ÑÐ¾ÑÑÑÐ°Ð½ÑÑÐ²Ð¾. Ð ÑÐ²Ð¾Ñ Ð¾ÑÐµÑÐµÐ´Ñ Ð¿ÑÐµÐ´Ð¼ÐµÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÑÐµÐ´Ð° Ð¾ÑÐµÑÐµÑÑÐ²ÐµÐ½Ð½Ð¾Ð³Ð¾ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°. ÐÐ°Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð²Ð»Ð¸ÑÐ½Ð¸Ñ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÑÐµÐ´Ñ Ð½Ð° Ð´Ð¸Ð½Ð°Ð¼Ð¸ÐºÑ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð³Ð¾ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°. Ð ÑÐ°Ð¼ÐºÐ°Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð· Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿ÑÐ¾ÑÑÑÐ°Ð½ÑÑÐ²Ð° Ð¾ÑÐµÑÐµÑÑÐ²ÐµÐ½Ð½Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ° ÑÐµÐ½Ð½ÑÑ Ð±ÑÐ¼Ð°Ð³, Ð²ÐºÐ»ÑÑÐ°ÑÑÐ¸Ð¹ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¸ Ð¿ÑÐ°ÐºÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð°ÑÐ¿ÐµÐºÑÑ. Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð½Ð¾Ð³Ð¾ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð±ÑÐ»Ð¸ Ð²ÑÑÐ²Ð»ÐµÐ½Ñ ÐºÐ»ÑÑÐµÐ²ÑÐµ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐ¸ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÑÐµÐ´Ñ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð³Ð¾ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°, ÐµÐµ Ð²Ð»Ð¸ÑÐ½Ð¸Ðµ Ð½Ð° Ð¿Ð¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÐ¾Ð² Ð¸ ÑÐµÐ½Ð¾Ð¾Ð±ÑÐ°Ð·Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð°ÐºÑÐ¸Ð²Ð¾Ð². ÐÐµÑÐ¾Ð´Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: Ð¾Ð±ÑÐµÐ½Ð°ÑÑÐ½ÑÐµ Ð¼ÐµÑÐ¾Ð´Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ, Ð¼ÐµÑÐ¾Ð´Ñ Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ, ÑÐµÐ³ÑÐµÑÑÐ¸Ð¾Ð½Ð½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·. ÐÐ°Ð½Ð½ÑÐµ, Ð½ÐµÐ¾Ð±ÑÐ¾Ð´Ð¸Ð¼ÑÐµ Ð´Ð»Ñ ÑÐ°ÑÑÐµÑÐ¾Ð², Ð±ÑÐ»Ð¸ Ð¿Ð¾Ð»ÑÑÐµÐ½Ñ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ ÑÐ·ÑÐºÐ° Ð¿ÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Python; ÑÐ°Ð¼Ð¸ ÑÐ°ÑÑÐµÑÑ Ð±ÑÐ»Ð¸ Ð¿ÑÐ¾Ð¸Ð·Ð²ÐµÐ´ÐµÐ½Ñ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Python Ð¸ ÑÐ¿ÐµÑÐ¸Ð°Ð»Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð½Ð¾Ð¹ Ð°Ð½Ð°Ð»Ð¸ÑÐ¸ÑÐµÑÐºÐ¾Ð¹ Ð¿Ð»Ð°ÑÑÐ¾ÑÐ¼Ñ Â«KnimeÂ».
description: The object of this work is the information space. In turn, the subject of the study is the information environment of the domestic stock market. This work is devoted to the study of the influence of the information environment on the dynamics of the Russian stock market. As part of the study, a comprehensive analysis of the information space of the domestic securities market was carried out, including theoretical and practical aspects. As a result of the conducted research, the key features of the information environment of the Russian stock market, its impact on investor behavior and asset pricing were identified. Research methods: general scientific research methods, machine learning methods, regression analysis. The data required for the calculations were obtained using the Python programming language; the calculations themselves were performed using Python and the specialized analytical platform "Knime".