Access the full text.
Sign up today, get DeepDyve free for 14 days.
References for this paper are not available at this time. We will be adding them shortly, thank you for your patience.
This paper seeks to answer the research question, “How do press accounts of the dotcom bubble make meaning of dramatic market rises and falls in internet stocks?” To accomplish this goal a qualitative content analysis of 803 Wall Street Journal articles over an eight year period was conducted. Results revealed competing stories of meaning over six time periods. The study demonstrated the iterative nature of sensemaking, finding one sensemaking process during the trend of rising internet stock prices and a second during the subsequent bursting of the bubble. Other insights were sensemaking as a frame for tying existing research on the dotcom bubble into a more complete picture, questions of how the press covers ecological change, and the apparent lack of learning applicable to future bubbles. The content analysis and the resulting insights were suggestive of future research endeavors in the realm of sensemaking and into speculative bubbles. JEL Codes: Q57; L86 Keywords: sensemaking; dotcom bubble; content analysis; internet stocks
Economics, Management, and Financial Markets – Addleton Academic Publishers
Published: Jan 1, 2014
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.