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2021, vol. 18, br. 2, str. 15-35
Strukturni prekidi, Twiter i likvidnost akcija internet Dot-com kompanije - dokazi američkih kompanija
Ural Federal University, School of Economics and Management, Department of International Economics, Yekaterinburg, Russia

e-adresaoosabuokhien-irabor@urfu.ru
Ključne reči: strukturni prekidi; Twitter; akcionarsko društvo; Andrews-Ploberger; likvidnost; režim
Sažetak
Cilj ovog rada je istražiti odnos između Twitter-a i likvidnosti akcija nekih velikih američkih internet Dot-com kompanija u prisustvu nepoznatih strukturnih prekida za period od septembra 2019. do aprila 2020. Koristeći Andrews-Ploberger i Andrews-Quandt strukture modela prekida, identifikujemo glavne strukturne tačke prekida u likvidnosti akcija i otkrivamo da se većina ovih strukturnih promena značajno percipira. Kada smo pregledali podperiode, kao i ceo uzorak, otkriveno je da tvitovi i lajkovi većine kompanija nemaju veze sa likvidnošću akcija. Ovi rezultati pružaju ključan uvid u portfeljsku strategiju kako međunarodnim tako i domaćim investitorima.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/EJAE18-27857
primljen: 07.02.2020.
revidiran: 30.10.2020.
prihvaćen: 20.09.2021.
objavljen u SCIndeksu: 22.10.2021.
metod recenzije: dvostruko anoniman
Creative Commons License 4.0

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