. Influence of Telegram-Channel Publications on the Dynamics of Shares of the Russian Stock Market
https://doi.org/10.34020/2073-6495-2021-4-166-177
Abstract
With the active development of the Russian stock market, new types of unfair practices and forms of illegal behavior of its participants appear. One of the latest problems that attracted the attention of the Central Bank of Russia was the influence of Telegram channels on the dynamics of shares in the Russian stock market. In order to comprehensively study the problem, based on the analysis of the publications of Telegram channels devoted to investment topics, the author identified 3 channels that most often publish investment ideas in order to influence the dynamics of the shares of a particular company. Next, 73 publications of trading ideas were selected and, using the Thomson Reuters Eikon database, the daily and weekly data on the dynamics of the stocks of the companies in the sample were downloaded. Based on the analysis of the data obtained, the mechanism and the degree of influence of the publications of Telegram channels on the dynamics of shares of individual companies of the Russian stock market, as well as the potential excessive profitability that could be obtained by administrators of Telegram channels, were determined.
About the Author
G. A. Khaziev
Management Academy of the Ministry of the Interior of Russia
Russian Federation
Russian Federation
Khaziev Gleb A., Specialist, Department of Medical Automated Information Systems, Medical Activity Support Center of the Federal Medical and Health Care Institution «Central Medical and Sanitary Unit of the Russian Interior Ministry», Adjunct 3rd Faculty (Training of Scientific and Scientific-Pedagogical Personnel)
Moscow
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Review
For citations:
Khaziev G.A. . Influence of Telegram-Channel Publications on the Dynamics of Shares of the Russian Stock Market. Vestnik NSUEM. 2021;(4):166-177. (In Russ.) https://doi.org/10.34020/2073-6495-2021-4-166-177
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