Information Environment Quantifiers as Investment Analysis Basis

Dmitry G. Rodionov, Polina A. Pashinina, Evgenii A. Konnikov () and Olga A. Konnikova
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Dmitry G. Rodionov: Graduate School of Industrial Economics, Peter the Great St. Petersburg Polytechnic University, 195251 Saint Petersburg, Russia
Polina A. Pashinina: Graduate School of Industrial Economics, Peter the Great St. Petersburg Polytechnic University, 195251 Saint Petersburg, Russia
Evgenii A. Konnikov: Graduate School of Industrial Economics, Peter the Great St. Petersburg Polytechnic University, 195251 Saint Petersburg, Russia
Olga A. Konnikova: Department of Marketing, Saint-Petersburg State University of Economics, 191023 Saint Petersburg, Russia

Economies, 2022, vol. 10, issue 10, 1-16

Abstract: The combination of the processes of widespread digitalization and globalization of the world economy has led to a significant expansion of the global information environment. The modern information environment is dynamically active, and changes in it are indicators of changes in the material world. This specificity can be used for investment analysis purposes. However, at the time of this research, a universal methodology for analyzing the information environment has not yet been formed. The purpose of this study is to develop tools for quantifying the information environment and testing them as investment predictors. The key result of this study is a stock price forecasting model based on information environment quantifiers and its critical analysis. The results obtained will be useful both for investors of different skill levels and for researchers of the information environment.

Keywords: information environment; quantification; financial market; tokenization; tonality (search for similar items in EconPapers)
JEL-codes: E F I J O Q (search for similar items in EconPapers)
Date: 2022
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