@inproceedings{5b4f19db24f0448bac8b8fd14ddc508a,
title = "Do news articles have an impact on trading? - Korean market studies with high frequency data",
abstract = "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.",
keywords = "Asset pricing, Big data analysis, Finance, High frequency trading data, Information economics",
author = "Sungjae Yoon and Aiko Suge and Hiroshi Takahashi",
note = "Funding Information: Acknowledgements. This research was supported by a grant-in-aid from the Kayamori Foundation of Informational Science Advancement. Publisher Copyright: {\textcopyright} 2018, Springer International Publishing AG, part of Springer Nature. Copyright: Copyright 2018 Elsevier B.V., All rights reserved.; 9th JSAI International Symposium on Artificial Intelligence, JSAI-isAI 2017 ; Conference date: 13-11-2017 Through 15-11-2017",
year = "2018",
doi = "10.1007/978-3-319-93794-6_9",
language = "English",
isbn = "9783319937939",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "129--139",
editor = "Koji Mineshima and Kazuhiro Kojima and Ken Satoh and Sachiyo Arai and Daisuke Bekki and Yuiko Ohta",
booktitle = "New Frontiers in Artificial Intelligence - JSAI-isAI Workshops, JURISIN, SKL, AI-Biz, LENLS, AAA, SCIDOCA, kNeXI, Revised Selected Papers",
}