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For the investor, the critical issue is to find the good investment information for decision making in the boundless information sea. The early stock market information is belongs opaquely. Investor, who has the first hand information, can make a big profit in stock market. In the recent years, cable TV and the Internet become more popularize. Today, they have become the major source of information to investor. The massive stock market information is propagating through above media to the investor, the phenomena named information overflow of investor. The more the information, the more the confusion of the investor. For investor, the stock market is an important channel to invest. However, the stock market can let the person become rich, also can let the person lose seriously. The key successful issue is dependent on the quality of investment information. The purpose of this paper is to analyze the behavior of investor while the information are presenting. From the results obtained, we notice that the investor first search information on the related web sites. Next, collect information from cable TV, newspapers, magazine, and consultant of investment etc. Free information of investment is primary used by investor. Secondary, they will pay the needed information at reasonable price. According the type of information, if they belong to tidings, investor can take for the timing decision. For the fundamental information, investor can use it to evaluate the current stockpsilas price. For the technical information, investor can study the trend of the stock. Finally, for the bargaining chip information, investor can predict future stockpsilas price.