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When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

Axel Groß-Klußmann; Nikolaus Hautsch
  • 作者Axel Groß-Klußmann; Nikolaus Hautsch
  • 卷第18卷
  • 期第2期
  • 印刷ISSN0927-5398
  • 文件大小1931.58KB
  • 发表时间2011
  • DOI10.1016/j.jempfin.2010.11.009
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