What types of events provide the strongest evidence that the stock market is affected by company specific news?

Conferences in Research and Practice in Information Technology Series

Volumn 61, Issue , 2006, Pages 145-153

  Robertson, Calum ^a   Geva, Shlomo ^a   Wolff, Rodney ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Market reaction; News; Return; Stock market; Volatility

Indexed keywords

MARKET REACTIONS; NEWS; RETURN; STOCK MARKET; VOLATILITY;

DATA MINING; FINANCE;

COMMERCE;

EID: 84870494038     PISSN: 14451336     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

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