The relationship between media information and stock returns based on text semantic mining algorithms

Proceedings - 2011 4th International Conference on Information Management, Innovation Management and Industrial Engineering, ICIII 2011

Volumn 1, Issue , 2011, Pages 531-534

  Wang, Susheng ^a   Liu, Yan ^a   Li, Zhichao ^a   Hua, Yun ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Media information; Residual attention model; Stock returns; Text semantic mining algorithms

Indexed keywords

ATTENTION MODEL; CHINESE STOCK MARKET; EVENT STUDIES; EXPECTED RETURN; FIRM SIZE; INFORMATION DATA; INTELLIGENT SEARCH ENGINE; INVESTOR SENTIMENTS; MEDIA EFFECTS; MEDIA INFORMATION; MINING ALGORITHMS; STOCK PRICE; STOCK RETURNS; TEXT SEMANTIC MINING ALGORITHMS; TRADING STRATEGIES;

INDUSTRIAL ENGINEERING; INFORMATION MANAGEMENT; INNOVATION; SEARCH ENGINES; SEMANTICS;

INVESTMENTS;

EID: 84863058400     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICIII.2011.135     Document Type: Conference Paper

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