Do news articles have an impact on trading? - Korean market studies with high frequency data

Sungjae Yoon, Aiko Suge, Hiroshi Takahashi

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

News is an important source of information for investment decision-making. Many studies analyzing listed companies in the US & Japan have been reported. However, the number of studies focusing on Korean stock markets is limited. This study analyzes the influence of news articles on Korean stock markets with high frequency trading data. Especially, we focus on analyses of the relationship between news articles and financial markets. Furthermore, we also analyze differences in market reactions according to language (English or Korean) of news articles and present three case studies.

本文言語English
ホスト出版物のタイトルNew Frontiers in Artificial Intelligence - JSAI-isAI Workshops, JURISIN, SKL, AI-Biz, LENLS, AAA, SCIDOCA, kNeXI, Revised Selected Papers
編集者Koji Mineshima, Kazuhiro Kojima, Ken Satoh, Sachiyo Arai, Daisuke Bekki, Yuiko Ohta
出版社Springer Verlag
ページ129-139
ページ数11
ISBN(印刷版)9783319937939
DOI
出版ステータスPublished - 2018
イベント9th JSAI International Symposium on Artificial Intelligence, JSAI-isAI 2017 - Tsukuba, Japan
継続期間: 2017 11 132017 11 15

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
10838 LNAI
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Other

Other9th JSAI International Symposium on Artificial Intelligence, JSAI-isAI 2017
国/地域Japan
CityTsukuba
Period17/11/1317/11/15

ASJC Scopus subject areas

  • 理論的コンピュータサイエンス
  • コンピュータ サイエンス(全般)

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