The purpose of this study is to derive an optimal regression model for
occurrences of major crimes on a security company's stock price through
identifying precedence of the occurrences of major crimes on the security
company's stock price, relationship between the occurrences of major crimes
and the security company's stock price. Followings are the results of this study.
First, the occurrences of murder crime, robbery crime, rape crime, theft
crime move along the security company's monthly stock price simultaneously,
and the occurrence of violence crime precedes 6 months to the security
company's monthly stock price depending on the results of cross-correlation
analysis of precedence of occurrences of major crimes, such as murder crime,
robbery crime, rape crime, theft crime, violence crime on the security
company's monthly stock price.
Second, the explanation of the occurrences of robbery crime, rape crime,
theft crime on the security company's monthly stock price is 61.7%(R² = .617)
excluding murder crime, violence crime depending on the results of multiple
regression analysis(stepwise method) by putting the occurrences of major
crimes, such as murder crime, robbery crime, rape crime, theft crime, violence
crime into the security company's monthly stock price.