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Volumn , Issue , 2013, Pages 1279-1288

Reading all the news at the same time: Predicting mid-term stock price developments based on news momentum

Author keywords

[No Author keywords available]

Indexed keywords

INVESTMENT DECISIONS; INVESTMENT HORIZON; INVESTMENT VOLUMES; QUANTITATIVE FACTORS; STOCK INDICES; STOCK PRICE; TRADING STRATEGIES;

EID: 84875486357     PISSN: 15301605     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HICSS.2013.460     Document Type: Conference Paper
Times cited : (13)

References (18)
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  • 2
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  • 3
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  • 5
  • 6
    • 38049069880 scopus 로고    scopus 로고
    • The predicting power of textual information on financial markets
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  • 7
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    • Returns to buying winners and selling losers: Implications for stock market efficiency
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  • 9
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    • Driven to distraction: Extraneous events and underreaction to earnings news
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    • Hirshleifer, D.1    Lim, S.S.2    Teoh, S.H.3
  • 10
    • 84875527991 scopus 로고    scopus 로고
    • Effects behind words: Quantifying qualitative information in corporate announcements
    • Porto (Portugal)
    • M. Liebmann, M. Hagenau, M. Häussler, and D. Neumann, "Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements", FMA European Conference, Porto (Portugal), 2011
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  • 11
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    • When Is a liability not a liability? Textual analysis, dictionaries, and 10-KS
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  • 13
    • 84948481845 scopus 로고
    • An algorithm for suffix stripping
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  • 14
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  • 15
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  • 17
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.