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An Impact Analysis of Emergency Event on Stock Market Based on Web Search Data: A Case from 723 Yongwen Railway Accident

机译：基于Web搜索数据的突发事件对股票市场的影响分析-以永文铁路723起事故为例

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摘要

The occurrence of major emergencies would have a certain impact on the production of related enterprises, industry outlook, even on national macroeconomic situation. The impact is presented as price fluctuation of event-related enterprises' stock. Fortunately, the web search data reflects the trends of investors' behavior and contains hundreds of millions of searchers' concerns and interests on the emergencies and the demand for stocks trading. Therefore, we propose the idea of applying web search data to study the fluctuation of stock market caused by major emergencies. Firstly, a systematic theoretical framework has been built to reveal the correlation between web search and major emergency. Secondly, at the theoretical framework basis, this paper analyzes the impact strength and impact period on stock market brought by major emergency through using web search data. Furthermore, we take 723 Yong Wen EMU (Electric Multiple Units) Accident as a typical research object to verify the relationship. The results show that goodness of fit reaches 0.888 by adding the web search index variable into the model, and confirm that web search data would accurately and timely characterize the impact of the EMU accident on the stock market fluctuation. Finally, based on GARCH model, we study the impact period of EMU accident on the stock market, which is about two months.
机译：甚至在国家宏观经济形势，主要紧急情况发生的主要紧急情况会对相关企业的生产产生一定影响。影响与事件相关企业股票的价格波动呈现。幸运的是，网络搜索数据反映了投资者行为的趋势，并包含数亿名人的担忧和对股票交易需求的担忧和利益。因此，我们提出了应用网络搜索数据来研究主要紧急情况造成的股票市场波动的想法。首先，建立了系统的理论框架，以揭示网络搜索和重大紧急情况之间的相关性。其次，在理论框架基础上，通过使用Web搜索数据，分析了主要紧急情况所带来的股票市场的影响力和影响时期。此外，我们以723 Yong Wen Emu（电动多单位）事故为典型的研究对象来验证这种关系。结果表明，合适的良好达到0.888，通过将网络搜索索引变量添加到模型中，并确认网络搜索数据将准确，及时地表征EMU事故对股票市场波动的影响。最后，基于GARCH模型，我们研究了EMU事故对股票市场的影响，大约两个月。

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