@inproceedings{451c58d710e6417a9c72245dc4167a92,
title = "Text analysis system for measuring the influence of news articles on intraday price changes in financial markets",
abstract = "This study constructs a text analysis system for analyzing financial markets. This system enables us to investigate the influence of news article on intraday price changes. In this study, we examine the automobile companies in Japan to analyze the relationship between news articles and stock price reactions. As a result of empirical analyses, we confirmed that stock prices reflect news information in a timely manner. These results are suggestive from both academic and practical view points. More detailed analyses are planned for the future.",
keywords = "Asset management business, Asset pricing, Finance, Market micro structure, Natural language processing, Text mining",
author = "Keiichi Goshima and Hiroshi Takahashi",
note = "Funding Information: This research was supported by a grant-in-aid from the Telecommunications Advancement Foundation. Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2016.; 10th KES International Conference on Agent and Multi-Agent Systems: Technology and Applications, KES-AMSTA 2016 ; Conference date: 15-06-2016 Through 17-06-2016",
year = "2016",
doi = "10.1007/978-3-319-39883-9_28",
language = "English",
isbn = "9783319398822",
series = "Smart Innovation, Systems and Technologies",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "341--348",
editor = "Gordan Jezic and Jain, {Lakhmi C.} and Chen-Burger, {Yun-Heh Jessica} and Howlett, {Robert J.} and Jain, {Lakhmi C.} and Jain, {Lakhmi C.}",
booktitle = "Agent and Multi-Agent Systems",
}