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[{"key": "dc.contributor.advisor", "value": "Lehkonen, Heikki", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Kakko, Joonas", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2018-10-15T10:11:15Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2018-10-15T10:11:15Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2018", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/59825", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4m\u00e4 Pro gradu \u2013tutkielma tarkastelee sentimentin ennustusvoimaa Yhdysvaltojen osakemarkkinoilla. Tutkimuksen tavoitteena on selvitt\u00e4\u00e4, voiko sentimenttimuuttujilla ennustaa tulevia tuottoja tai ennakoida markkinaromahduksia. Tutkimus on toteutettu m\u00e4\u00e4r\u00e4llisen\u00e4 aikasarja-analyysin\u00e4, jossa muuttujien v\u00e4list\u00e4 suhdetta tarkastellaan lineaarisella regressio \u2013mallilla. Aineistona k\u00e4ytet\u00e4\u00e4n kuukausittaisten ylituottojen aikasarjoja Yhdysvalloista vuosilta 1965\u20132016. Sentimenttimuuttujina on k\u00e4ytetty syklisesti mukautettua P/E-lukua, ostop\u00e4\u00e4llikk\u00f6indeksi\u00e4, kuluttajien luottamusindeksej\u00e4, VIX-indeksi\u00e4, poliittisen ep\u00e4varmuuden indeksi\u00e4 sek\u00e4 PLS-indeksi\u00e4. Empiiristen tulosten pohjalta vaikuttaa silt\u00e4, ett\u00e4 sentimentin ja tulevien tuottojen v\u00e4lill\u00e4 on johdonmukainen yhteys. Positiivinen (negatiivinen) sentimentti on negatiivisesti (positiivisesti) korreloitunut tuleviin tuottoihin. Sentimentin ja romahduksien v\u00e4lill\u00e4 vaikuttaisi my\u00f6s olevan yhteys. Korkea positiivinen (negatiivinen) sentimentti lis\u00e4\u00e4 (laskee) markkinaromahduksen todenn\u00e4k\u00f6isyytt\u00e4.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Riitta Pitk\u00e4nen (rpitkane@jyu.fi) on 2018-10-15T10:11:14Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2018-10-15T10:11:15Z (GMT). No. of bitstreams: 0\n Previous issue date: 2018", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "49", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "sentimentti", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "tehokkaiden markkinoiden hypoteesi", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "k\u00e4ytt\u00e4ytymistaloustiede", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "ennakoivat varoitusj\u00e4rjestelm\u00e4t", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "tuottojen ennustaminen", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "markkinaromahdus", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Sentimenttimuuttujat tuottojen ja romahduksien ennustajina", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201810154423", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Kansantaloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": 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