Analysing the influence of headline news on the stock market in Japan

Yasou Yamashita, Hiroaki Joutaki, Hiroshi Takahashi

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

This research analysed the relationship between headlines in the news and the stock market in Japan through text mining technology. As a result of intensive analyses, we found a significant relationship between the stock index return changes and the negative (or positive) news classified by keywords. At the same time, we also found that the measure of constructing a keyword list has a significant impact on the performance of this classification.

Original languageEnglish
Pages (from-to)328-342
Number of pages15
JournalInternational Journal of Intelligent Systems Technologies and Applications
Volume12
Issue number3-4
DOIs
Publication statusPublished - 2013 Jan 1

Keywords

  • Asset management
  • Asset pricing
  • Finance
  • Stock markets
  • Text mining

ASJC Scopus subject areas

  • Computer Science(all)

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