메뉴 건너뛰기




Volumn 35, Issue 3, 2008, Pages 569-580

An ontology for causal relationships between news and financial instruments

Author keywords

Causal map; Causal relationships; Financial instrument; News; Ontology

Indexed keywords

ARCHITECTURAL DESIGN; DIGITAL INSTRUMENTS; FINANCE; INSTRUMENTS; PHOTOACOUSTIC EFFECT; STRUCTURAL DESIGN;

EID: 44949166598     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2007.07.022     Document Type: Article
Times cited : (31)

References (21)
  • 1
    • 21844513264 scopus 로고
    • Trading volume and belief revisions that differ among individual analysts
    • Barron O.E. Trading volume and belief revisions that differ among individual analysts. Accounting Review 70 4 (1995) 581-597
    • (1995) Accounting Review , vol.70 , Issue.4 , pp. 581-597
    • Barron, O.E.1
  • 2
    • 16244368074 scopus 로고    scopus 로고
    • The stock market's reaction to unemployment news: Why bad news is usually good for stocks
    • Boyd J.H., Hu J., et al. The stock market's reaction to unemployment news: Why bad news is usually good for stocks. The Journal of Finance 60 2 (2005) 649-672
    • (2005) The Journal of Finance , vol.60 , Issue.2 , pp. 649-672
    • Boyd, J.H.1    Hu, J.2
  • 4
    • 44949201704 scopus 로고    scopus 로고
    • Bunningen, A. H. V. (2004). Augmented trading: From news articles to stock price predictions using syntactic analysis. Department of Computer Science. Enschede, University of Twente.
    • Bunningen, A. H. V. (2004). Augmented trading: From news articles to stock price predictions using syntactic analysis. Department of Computer Science. Enschede, University of Twente.
  • 5
    • 0036858117 scopus 로고    scopus 로고
    • Causal maps: Theory, implementation, and practical applications in multiagent environments
    • Chaib-Draa B. Causal maps: Theory, implementation, and practical applications in multiagent environments. IEEE Transaction on Knowledge and Data Engineering 14 6 (2002)
    • (2002) IEEE Transaction on Knowledge and Data Engineering , vol.14 , Issue.6
    • Chaib-Draa, B.1
  • 6
    • 0142087691 scopus 로고    scopus 로고
    • Stock price reaction to news and no-news: Drift and reversal after headlines
    • Chan W.S. Stock price reaction to news and no-news: Drift and reversal after headlines. Journal of Financial Economics 70 2 (2003) 223-260
    • (2003) Journal of Financial Economics , vol.70 , Issue.2 , pp. 223-260
    • Chan, W.S.1
  • 7
  • 8
    • 44949119606 scopus 로고    scopus 로고
    • Fleming, M. J. & Remolona, E. M. (1997). What moves the bond market? FRBNY Economic Policy Review.
    • Fleming, M. J. & Remolona, E. M. (1997). What moves the bond market? FRBNY Economic Policy Review.
  • 9
    • 2942722521 scopus 로고    scopus 로고
    • Economic news and the impact of trading on bond prices
    • Green T.C. Economic news and the impact of trading on bond prices. The Journal of Finance 59 3 (2004) 1201-1234
    • (2004) The Journal of Finance , vol.59 , Issue.3 , pp. 1201-1234
    • Green, T.C.1
  • 10
    • 0036641239 scopus 로고    scopus 로고
    • knowledge based data mining of news information on the internet using cognitive and neural networks
    • Hong T., and Han I. knowledge based data mining of news information on the internet using cognitive and neural networks. Expert Systems with Application 23 (2002) 1-8
    • (2002) Expert Systems with Application , vol.23 , pp. 1-8
    • Hong, T.1    Han, I.2
  • 11
    • 21244467061 scopus 로고    scopus 로고
    • OWL rules: A proposal and prototype implementation
    • Horrocks I., Patel-Schneider P.F., et al. OWL rules: A proposal and prototype implementation. Journal of Web Semantics 3 1 (2005) 23-40
    • (2005) Journal of Web Semantics , vol.3 , Issue.1 , pp. 23-40
    • Horrocks, I.1    Patel-Schneider, P.F.2
  • 12
    • 30644467874 scopus 로고    scopus 로고
    • An OWL-based extensible transcoding system for mobile multi-devices
    • Hsu C., and Kao S.-J. An OWL-based extensible transcoding system for mobile multi-devices. Journal of Information Science 31 3 (2005) 178-195
    • (2005) Journal of Information Science , vol.31 , Issue.3 , pp. 178-195
    • Hsu, C.1    Kao, S.-J.2
  • 13
    • 0039607955 scopus 로고    scopus 로고
    • Oil and the stock markets
    • Jones C.M., and Kaul G. Oil and the stock markets. The Journal of Finance LI 2 (1996) 463-491
    • (1996) The Journal of Finance , vol.LI , Issue.2 , pp. 463-491
    • Jones, C.M.1    Kaul, G.2
  • 14
    • 84977738102 scopus 로고
    • Causal relations among stock returns, interest rates, real activities, and inflation
    • Lee B.-S. Causal relations among stock returns, interest rates, real activities, and inflation. The Journal of Finance 47 4 (1992) 1591-1603
    • (1992) The Journal of Finance , vol.47 , Issue.4 , pp. 1591-1603
    • Lee, B.-S.1
  • 15
    • 0035254130 scopus 로고    scopus 로고
    • A Bayesian network approach to making inferences in causal maps
    • Nadkarni S., and Shenoy P.P. A Bayesian network approach to making inferences in causal maps. European Journal of Operational Research 128 3 (2001) 479-498
    • (2001) European Journal of Operational Research , vol.128 , Issue.3 , pp. 479-498
    • Nadkarni, S.1    Shenoy, P.P.2
  • 16
    • 0039657040 scopus 로고    scopus 로고
    • Herding and feedback trading by institutional and individual investors
    • Nofsinger J.R., and Sias R.W. Herding and feedback trading by institutional and individual investors. The Journal of Finance 54 6 (1999) 2263-2295
    • (1999) The Journal of Finance , vol.54 , Issue.6 , pp. 2263-2295
    • Nofsinger, J.R.1    Sias, R.W.2
  • 17
    • 38249025528 scopus 로고
    • Economic news, expectations and macro-economic
    • Raaij W.F.V. Economic news, expectations and macro-economic. Journal of Economic Psychology 10 4 (1989) 473-479
    • (1989) Journal of Economic Psychology , vol.10 , Issue.4 , pp. 473-479
    • Raaij, W.F.V.1
  • 18
    • 44949153633 scopus 로고    scopus 로고
    • Roh, T. H. (2006). Forecasting the volatility of stock price index. Expert Systems with Applications.
    • Roh, T. H. (2006). Forecasting the volatility of stock price index. Expert Systems with Applications.
  • 20
    • 24144455311 scopus 로고    scopus 로고
    • A conceptual model of personalized virtual learning environments
    • Xu D., Wang H., et al. A conceptual model of personalized virtual learning environments. Expert Systems with Applications 29 3 (2005) 525-534
    • (2005) Expert Systems with Applications , vol.29 , Issue.3 , pp. 525-534
    • Xu, D.1    Wang, H.2
  • 21
    • 33645072225 scopus 로고    scopus 로고
    • Information uncertainty and stock returns
    • Zhang X.F. Information uncertainty and stock returns. The Journal of Finance 61 1 (2006) 105-137
    • (2006) The Journal of Finance , vol.61 , Issue.1 , pp. 105-137
    • Zhang, X.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.