米国市場における情報セキュリティ事故と株式市場の関連性の研究
2022 年 2022 巻 BI-020 号 p. 15-
詳細
2022 年 2022 巻 BI-020 号 p. 15-
In this study, we analyzed the impact of news related to information security incidentson the stock prices of companies listed on the NASDAQ market in the United States. Theanalysis data was based on news that was announced to the market participants by ReutersNews. For the analysis of news related to information security incidents, we used the BERTmodel of text analysis. In this study, we used the event study method to compare and analyzethe impact on stock prices in multiple periods.
