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Volumn 38, Issue 1, 2011, Pages 110-124

Event-driven trading and the "new news"

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Indexed keywords


EID: 80855157449     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2011.38.1.110     Document Type: Article
Times cited : (49)

References (19)
  • 3
    • 0142087691 scopus 로고    scopus 로고
    • Stock price reaction to news and no-news: Drift and reversal after headlines
    • DOI 10.1016/S0304-405X(03)00146-6, PII S0304405X03001466
    • Chan, W. S. "Stock Price Reaction to News and No-News: Drift and Reversal after Headlines." Journal of Financial Economics, 70(2003), pp. 223-260. (Pubitemid 37282268)
    • (2003) Journal of Financial Economics , vol.70 , Issue.2 , pp. 223-260
    • Chan, W.S.1
  • 4
    • 80855126046 scopus 로고    scopus 로고
    • News analytics: Framework, techniques and metrics
    • G. Mitra and L. Mitra, eds. Hoboken, NJ: Wiley
    • Das, S. "News Analytics: Framework, Techniques and Metrics." In Handbook of News Analytics, G. Mitra and L. Mitra, eds. Hoboken, NJ: Wiley, 2011.
    • (2011) Handbook of News Analytics
    • Das, S.1
  • 6
    • 80855151876 scopus 로고    scopus 로고
    • Stupid data miner tricks: Overfitting the S&P 500
    • Leinweber, D. "Stupid Data Miner Tricks: Overfitting the S&P 500." The Journal of Investing, Vol. 16, No. 1(2007), pp. 15-22.
    • (2007) The Journal of Investing , vol.16 , Issue.1 , pp. 15-22
    • Leinweber, D.1
  • 11
    • 80855146782 scopus 로고    scopus 로고
    • Smartmoney.com, Available at
    • Smartmoney.com. "Map of the Market", 2011. Available at http://www.smartmoney.com/map-of-the-market.
    • (2011) Map of the Market
  • 13
    • 43649107307 scopus 로고    scopus 로고
    • More than words: Quantifying language (in news) to measure firms' fundamentals
    • Tetlock, P., M. Saar-Tsechansky, and S. Macskassy. "More Than Words: Quantifying Language (in News) to Measure Firms' Fundamentals." Journal of Finance, 63(2008), pp. 1437-1467.
    • (2008) Journal of Finance , vol.63 , pp. 1437-1467
    • Tetlock, P.1    Saar-Tsechansky, M.2    Macskassy, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.