Predicting future earnings change using numeric and textual information in financial reports

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5477, Issue , 2009, Pages 54-63

  Chen, Kuo Tay ^a   Chen, Tsai Jyh ^b   Yen, Ju Chun ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Earnings prediction; Risk sentiment; Single index model; Textual information

Indexed keywords

EMPIRICAL RESULTS; FINANCIAL INFORMATION; FINANCIAL REPORTS; LINEAR RELATIONSHIPS; MODIFIED MODEL; PREDICTION MODEL; RISK INFORMATION; SINGLE INDEX MODELS; SINGLE-INDEX MODEL; TEXTUAL INFORMATION;

FINANCE;

EID: 67649933908     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-01393-5_7     Document Type: Conference Paper

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