| IEICE Technical Committee Submission System Conference Paper's Information |
Online Proceedings [Sign in] Tech. Rep. Archives |
| Go Top Page | Go Previous | [Japanese] / [English] |
| Paper Abstract and Keywords | ||
| Presentation | 2021-02-19 15:50 Statistical Analysis of Stock Price Fluctuations in Global Markets Before and After Corona Epidemic Sho Nishi, Yoshitaka Nishino, Yoshihiko Shiina, Jyunya Ohkuma, Kunihiko Usami, Shouta Tokuda, Susumu Ohtsuki, Tomorou Tanabe, Yuta Nakazato, Keisuke Iwaki, Yoshihisa Udagawa (Tokyo Univ. of Information Sciences)  SWIM2020-19 |
|
| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | The spread of COVID-19 is making a serious impact on the world economy. As policies to maintain economic activities have been implemented in a timely manner, Nikkei Stock Average has regained its stock prices to pre-corona levels, although there are still strong opinions that the prices don’t reflect the real economy. This paper describes results of statistical analyses of daily historical data concerning Nikkei Stock Average (Nikkei), Dow Jones Industrial Average (Dow), Nasdaq Composite Index (NASDAQ), France Stock Index (CAC), German Stock Index (DAX), Shanghai Composite Index (SSEC). In general, these stock prices plunged for approximately 20 days before the business day that marked the lowest price, and increased for the next 25 days. Reflecting the fact that the world economies are tightly related to each other, it is confirmed that stock price fluctuations under study generally show the same trend. Another finding is that Nikkei Stock Average has recovered at a high price level compared with other stock indexes. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | COVID-19 infection / Stock price fluctuation analysis / World market comparison / Candlestick chart / Statistical analysis / contactless economy / / | |
| Reference Info. | IEICE Tech. Rep., vol. 120, no. 376, SWIM2020-19, pp. 44-49, Feb. 2021. | |
| Paper # | SWIM2020-19 | |
| Date of Issue | 2021-02-12 (SWIM) | |
| ISSN | Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | SWIM2020-19 |
|
| Conference Information | |
| Committee | SWIM |
| Conference Date | 2021-02-19 - 2021-02-19 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | SWIM |
| Conference Code | 2021-02-SWIM |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Statistical Analysis of Stock Price Fluctuations in Global Markets Before and After Corona Epidemic |
| Sub Title (in English) | |
| Keyword(1) | COVID-19 infection |
| Keyword(2) | Stock price fluctuation analysis |
| Keyword(3) | World market comparison |
| Keyword(4) | Candlestick chart |
| Keyword(5) | Statistical analysis |
| Keyword(6) | contactless economy |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Sho Nishi |
| 1st Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 2nd Author's Name | Yoshitaka Nishino |
| 2nd Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 3rd Author's Name | Yoshihiko Shiina |
| 3rd Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 4th Author's Name | Jyunya Ohkuma |
| 4th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 5th Author's Name | Kunihiko Usami |
| 5th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 6th Author's Name | Shouta Tokuda |
| 6th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 7th Author's Name | Susumu Ohtsuki |
| 7th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 8th Author's Name | Tomorou Tanabe |
| 8th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 9th Author's Name | Yuta Nakazato |
| 9th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 10th Author's Name | Keisuke Iwaki |
| 10th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 11th Author's Name | Yoshihisa Udagawa |
| 11th Author's Affiliation | Tokyo University of Information Sciences (Tokyo Univ. of Information Sciences) |
| 12th Author's Name | |
| 12th Author's Affiliation | () |
| 13th Author's Name | |
| 13th Author's Affiliation | () |
| 14th Author's Name | |
| 14th Author's Affiliation | () |
| 15th Author's Name | |
| 15th Author's Affiliation | () |
| 16th Author's Name | |
| 16th Author's Affiliation | () |
| 17th Author's Name | |
| 17th Author's Affiliation | () |
| 18th Author's Name | |
| 18th Author's Affiliation | () |
| Speaker | Author-1 |
| Date Time | 2021-02-19 15:50:00 |
| Presentation Time | 25 minutes |
| Registration for | SWIM |
| Paper # | SWIM2020-19 |
| Volume (vol) | vol.120 |
| Number (no) | no.376 |
| Page | pp.44-49 |
| #Pages | 6 |
| Date of Issue | 2021-02-12 (SWIM) |
[Return to Top Page]